I don't know if you already placed your order, but my two cents:
For AMD, I'd say go with Abit NF7-S for MB.
Barton Xp2500 or Xp2600 CPU
Check out Thermalright for CPU cooler.
For example, sidewinder has a copper & Aluminum HS ALX-800 that works great for the price (like $22). Then, you can use any 80MM fan depending on your needs and noise tolerance.
Also, Swiftech 'V" series -- pricey but good quite cooler depending on fan choice.
On the two video cards you have listed, I'd go with the Sapphire. But you may want to look into GF4 Ti cards. They are not Dx9, but they are still great cards for the $$. Also, seriously check out Nvidia FX 5900 non-ultra. For about $180 or so, it is a great buy. Anand tech rated this as best buy considering price, performance, and upcoming cards.
If your really into audio and or Video encoding, Intel PIV has the advantage over AMD XP's. Although, AMD Xp has gamming advantage (as well as price). But the PIV 'C' CPU's have gone down significantly in price this month. They are great for Video & Audio encoding.
For the PIV 'C ‘ look into an Asus P4800 w/ Intel 865 Chipset. Or go all out with Asus MB w/ 875 chipset. However, the 865 chipsets support PAT and cost less, and will give comparable performance to the 875. $128 I believe can buy you a nice Asus 865 chipset (I believe P4800-deluxe) MB.
Also note that AMD (not sure about Intel) MB's tend to like high end memory. This is especially true if you plan to OC. I would look into like Muskin or Corsair (some really like Kingston Hyper X too). Muskin has a Level I dual pack in PC3200 and PC3500 flavors (2 x 512MB) for great price a New Egg last week. I know that Muskin memory works great on Abit NF7-S MB.
Also don't forget a good HD if your into Video / audio encoding. Maybe look into a WD Raptor if you have the cash. Otherwise, go with a good SATA HD (if your MB has SATA that is). I think they all have 8 meg buffers.
Lastly, do your research. Take your time. Don't be shy..Ask questions. This is the best advice of all...
Good Luck