Assuming a standard ATX case...
MWave sells CPU / MB / RAM bundles and they'll even put it together and test it for $9. No worries about what's compatible with what. You can even get WinXP Pro OEM along with the motherboard for $135 (cheaper then retail).
For the graphics card, go with something that was released in early 2005. Off-hand, that probably means a plain old 6800 or a 6600 (NVIDIA). I game with a regular 6800 and it still performs quite well (I run CoD:UO at 1600x1200).
Since it's an older case, odds are high that you'll need an updated ATX PSU. The newer chips require either the new 24 pin connector (instead of the 20-pin ATX), or the 20-pin ATX + 4-pin 12V connector. Plus the newer gfx cards require a PSU connection. Figure 400W as a bare minimum, but 450/500 would be safest (if a bit overkill).
(I always build my own systems)
For gfx cards, here's the best chart that I've ever found:
http://www.pcvsconsole.com/features/video/ And for pricing:
http://www.pricescan.com/0101.asp The GeForce 6800s are around $170 now, while the 6600s are only $100. For a new purchase, you'll probably want a 256MB card even though you could get away with 128MB for a few more years. (The 256MB cards are starting to become mainstream.)