The real concern is the mobo. I was planing to us an asus board until I recently read that they weren't very compatible or supportive.
I've been assembling my own computers for around 15 years, and have mostly used Asus motherboards. They provide zero support to end-users, and their support for wholesalers is poor. Their support website is very, very poorly organized, but it is often possible to find what info you need there if you dig long enough.
I've never had any problems with compatibility, and I've only ever had one Asus motherboard fail. I'm still using a couple of Asus-based machines I assembled in the mid-1990's.
OTOH, several of the other motherboard companies (MSI, AOpen, Abit) also have execellent reputations for compatibility and reliability.
I'd suggest looking over the reviews at Tom's Hardware (www.tomshardware.com) and AnandTech (www.anantech.com) for details. In particular, once you've decided on a CPU, getting a MB with the right support chipset for it can be important.
I'd also suggest finding a small, local store that assembles their own line of custom machines and sells parts. Talk to their techs, and buy the parts from that store, even if they cost a bit more than buying over the net. Having a friendly tech who will answer some questions can be more than worth the extra cost, particularly the first time or two that you assemble a computer.