Brian, in order:
<UL>
<LI>If you don't know whether you want SCSI or ATA, you want ATA. At least UltraDMA/100. Don't worry too much about UDMA/133, Serial ATA, or any of the newer stuff; for a single hard drive, you won't max out your bus's bandwidth anyway. But <B>make sure</B> it's 7200 RPM.. never buy a 5400!</LI>
<LI>Cache.. hard drive cache? Yes, more is better, but cache works best only when you're streaming data continuously, such as video editing and the like.</LI>
<LI>Buy a chip with however many pins your motherboard uses.
Or rather, buy a motherboard that accepts however many pins your CPU has. It's not the # of pins; it's the capability of the chip.</LI>
<LI>Unless you're overclocking (which you won't be), the cooling fan isn't a big issue. Just buy one that says it's for whatever CPU you get. Some people will tell you that you need some huge fan/heatsink combo, but please don't spend $30 on a fan.</LI>
<LI>133 bus, at least. I think the newest P4's can go even faster, but those are prolly still too expensive right now.</LI>
<LI>There are probably some 64 MB video cards that outperform 128 MB cards. And then there are different types of video RAM, some of which is faster. I'll let someone else help ya with that, since I don't play games as much.</LI>
</UL>I realize this prolly doesn't help out a whole lot; I just felt like giving my two cents worth.. In your case, I'd definitely recommend just letting someone else pick all the parts for you.
You can still have plenty of fun putting them together yourself, and you'll be more comfortable with making these types of decisions next time.