Computer Noob

[Ualaa]

If you're in North America, Newegg has good prices on the parts.
That's assuming you're willing to assemble the system yourself.
There are a lot of tutorials/videos on how to, and it isn't that hard of a process.

If you're not happy assembling it yourself, I'd go with a friend; you can buy beer or pizza.

A computer store will probably charge you a couple of hundred for the service.
But if you want a warranty through the store, rather then the manufacturer warranty that is a consideration.
Again shop around..
One store near me, will do the manufacturer replacement process for you.
Another has an "instant product replacement" program, where you get the new part immediately.

[MiRai]

If you have a Microcenter near you their processor prices are usually always lower than Newegg's. I use Newegg for the rest of my builds though. If you do have a Microcenter near you, you need to choose a store in the drop down menu near the top before it will give valid results on almost everything you search for. Quick reference is that the Core i7 930 processor is $100 cheaper from my local store than from Newegg and the 975EE is $170 cheaper....everything else is more expensive though.