Putting together a computer is not as hard as it may seem. Things are so easy these days it would take you only a couple of hours (plop CPU/RAM/Heatsink into MB, install MB into case, plug the front panel/power switch into MB, install HD/DVD (get all SATA) into case, plug drives into MB, install video card, install PS, plug PS into various spots - fans, drives, MB (2 connections), video card - make sure you plug the CPU fan into the MB - turn it on, stick in OS DVD and install [that's the jist of it, and the order may vary]). It's well worth it. You save money and get quality components. Also if you are worried about the warranty or what not it's not that big a deal to just take the piece back to the store or ship it to the manufacturer. I am not sure, the only thing you might want to stay away from is the 64-bit Vista since AFAIK people are still having driver problems (correct me if this is wrong) so you would need to do more research to make sure your hardware is supported. Personally, I buy all my stuff from a local shop (has good prices) but wouldn't hesitate using an online retailer like Newegg (If I lived in the USA).

Otherwise, maybe Newegg has a decent pre-built system? or often retailers will build to order for an extra $50-100..which may be perfect for you and still save you money.

Good luck!