Here are my suggestions:
Processor: Intel Core 2 Quad. Intel's CPUs may be more expensive than AMD's, but they are faster.
Motherboard: I would suggest either GIGABYTE, ASRock, or EVGA. I have a GIGABYTE GA-EP45-UD3P which works great, and I have heard good reviews of ASRock and EVGA.
RAM: Crucial. I have 4 GB of Crucial Ballistix in my rig, and it is working great. Corsair is also known for making good RAM.
PSU: Corsair, and more than 650 watts. Corsair is known for reliable PSUs. Also, I suggest that you get a modular PSU. That means that you only have to connect the cables you need, which makes for cleaner wiring.
GPU: I can't really make a GPU suggestion, as it varies for everyone.
Hard Drive: My Western Digital Caviar Blacks are working great, but I have also heard good reviews of Seagate, Maxtor, and Hitachi. Make sure to get a SATA drive, as they are the most compatible.
Optical Drive: Lite-On SATA. It's the most compatible.
Case: This largely depends on your budget. Thermaltake and Lian-Li both make really high quality cases. I have had good luck with my $100 Lian-Li.
Hope this helps!