since i've absolutely no experience with intel cpus i'll stick to amd am2
CPU - X2 would be nice if you can afford it as there soon will be plenty of games taking advantage of it, and also windoze apps will run better, esp video and picture editing, htpc soft too; a strong single core OCable cpu would also do.
CPU cooling - Ninja is the standard advice, but if you're on a tight budget there are some cheaper and still good coolers - say, AC Freezer - it sure has the guts to cool an amd altho some ppl claim it is not so very quiet; also, any Thermalright + good 92/120 fan will be nice (but pricey)
mobo - just make sure it has heatpipes so you don't have to buy aftermarket coolers like HR-05, or consider a cheaper mobo + HR-05.
RAM - any decent RAM, no need to splurge on it, 2 GB if possible - it helps, really, but 1 GB is still fine (i recently upgraded to 2 GB and can see the difference, but you may choose to spend your $$$ elsewhere)
VGA - if you've got the guts to wait until over Xmas, do so. VGAs (and other stuff) should be considerably cheaper then, especially that chips like 8800 will get more & more popular. if you can't (yeah, i know, i wouldn't be able too!) you could go for sth like 7900whatever. 7900GS - if you want budget and don't mind OC, 7950GT seems to have a nice balance of power/price for now, 7900GTX would be really cool as it already has a v nice cooling system - inaudible yet powerful, best factory active heatsink so far. oh, yeah - consider getting an aftermaret cooler for cards with standard heatsinks - noisy little bastards, them 60mm fans. you can go for sth passive like 7900GT or 7950GT but then you'll need to speed up your case fans - so you'll end up with lots of rpm anyway. can't say anything about ATI as i've no experience with them whatsoever.
sound - i've v little to say on that but ppl claim that them X-Fi cards will actually bost your performance, not to mention really good sound; i still have my old, trusty Live! and until i get some better speakers i won't mess with it.
case - Antec seems to popular among SPCR dudes, and for good reason. just remember that biggest and baddest VGAs will not fit in some smaller cases!
PSU - Seasonic, the new Corsair, Antec NeoHE. recommended section for you. and don't you buy anything like 1kW! i think others will give you more info on how much you really need once they know your setup.
for any fans - i suggest you check the recommended section and try to get the best fan you can find in your place
HDD - go to recommended section, or get any HDD and put it in Scythe Quiet Drive
i'm sure others will give you lots of info on Intel platform - and i think for now it'll be an even better choice