Don't forget things like the DVD burner/drive, any cables you need if the parts are OEM and double check what they do/don't come with, it sucks to get the entire components list then realise you need a cable to finish it that you can't get until the next day. Major kick in the teeth :P
If you've never put a PC together before you might want to research it first, and/or get a friend to help that has some experience with it :)