I would suggest...
AMD Opteron Dual core processors priced around 200-300USD - their speed in GHz inst as much as Pentium4 or Core2, but believe me, my Opteron with 1.8GHz kicks 3.0GHz P4 @$$/
For ram I suggest getting regular DDR PC3200 but keep it in dual channel mode - When getting 2Gb of RAM, get 4x512Mb, that works better than 1 whole stick of 2Gb. I suggest OCZ premium package that comes with2 512mbs.
For you mobo, the A8N-E is relatively cheap around 100-200USD and is pretty good already, although with out SLI. There is I think an A8N-E with SLI but I have to check that up again. (SLI is more expensive)
For GPU, the GeForce6600 is probably more affordable nowadays. You can get an SLI package if you want but youll have to get the more expensive mobo. If you want ATI and want to have crossfire, its better to get crossfire boards and a crossfire set of GPUs (Radeon X1600 or X1800 are pretty good for a lower price)
If you really want to kick it up a notch, the GF7950 is good or the X1950. So far the X1950 is the hfastest graphics card around, but you will probably need to buy extra cooling, liquid systems probably.
For your HDD, get SATAII in raid configuration - meaning 2 of the same kind it will work better.
Other items are up to you. Ofcourse, this rig would need lots of power so get a good power supply unit from Antec or something, around 650watts is sufficient.
------------------------------------ thats my suggestion------------
For a case, Antec sonataII is pretty good but not for LAN parties being one of the heaviest in the desktop case market. The Antec Super LANboy is good, its lightweight alimunim up to 9lbs. has a plexiglass transparent side with fan mountings, highly durable (can stand on it), and comes with a carrying strap.
Mice dont really matter... get a logitech G5/G7... relatively low prices if you had 3500USD. I would suggest aiming low prices for the peripheral devices and other parts and aim high for the following parts; CPU, GPU, Mobo, PSU, RAM.
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I built my own computer.. infact I have done so for wuite some number of computers... I always try to get the prices as low as possible for each part that I want making compromises to get additional budget on more important parts. I suggest reading notes from these sites about the avaibale products and their compatibilities and anything you need to know before buying.
www.asus.com
www.amd.com
www.ati.com
www.nvidia.com
www.firingsquad.com (Xfire ran tech community)
www.viatechnologies.com
www.antec.com
These are the sites I went to for help before. They have forums and web support if you ever have any questions.