I have been building my own computers ever since my dad showed me how to install RAM and add on cards when I was a kid. These days, instead of building an entire machine, I usually just upgrade large components every year or two to keep up with the times.
One of my most recent upgrades has been getting an Intel Core 2 duo processor. This is the first Socket 775 CPU I had ever installed, so I had a bit of trouble getting the CPU fan on properly. I actually ended up breaking some of the plastic on the mounts during the initial installation. It seemed to run fine for a while, but after a couple of months, it was randomly rebooting. I suspected it might be a heat issue with the improperly installed fan, so I got a new one and everything has been smooth sailing since then.
The motherboard I chose was an upgrade board (Asrock 775 dual VSTA), so that I could use my older DDR RAM that I had been using with my Athlon, so I wouldn't have to purchase RAM, CPU, and motherboard at the same time. This has worked out pretty well, and I will be able to upgrade to some DDR2 RAM soon. Another reason I chose the Asrock 775 is because it has both an AGP port, and PCI-express port. So I was able to use my older Geforce 7 AGP card, and later upgrade to a faster PCI-express card.
I like gradually upgrading my computer, because it allows me to maintain a fairly modern computer, without ever having to break the bank all at once.