I’ve never built a computer before, and wanted to build a gaming PC. Any suggestions/advice would be greatly appreciated as I sort of know what I’m doing, but I really don’t 
Update #1:
Here it is, redone:
CPU + Motherboard: Intel i7 960 + Asus Sabertooth X58 $500
http://www.tigerdirect.com/applicati...572&CatId=4139
GPU: EVGA 01G-P3-1378-TR GeForce GTX 460 $200
http://www.tigerdirect.com/applicati...897&CatId=3669
RAM: Corsair Dominator Dual Channel 8GB DDR3 $130
http://www.tigerdirect.com/applicati...151&CatId=4527
Hard Drive: Western Digital Caviar Black HD 1TB, 7200rpm. 64mb, SATA, 6gbs $85
http://www.tigerdirect.com/applicati...939&CatId=2459
DVD Drive: Asus DRW-24B1ST 24X Internal DVD Burner $22
http://www.tigerdirect.com/applicati...414&CatId=1624
PSU: Kingwin LAZER 850W Power Supply $120
http://www.tigerdirect.com/applicati...602&CatId=2534
Case: Cooler Master HAF 922M ATX Black Mid-Tower Case $100
http://www.tigerdirect.com/applicati...382&CatId=1509
OS: Windows 7 Home Premium $100
