I have to admit that I have not even begun to build my own machine and know very little of where to shop for cheap componants (boy, that should create some confidence in my comments ha ha).
BUT
Right or Wrong I am a huge Ebay fan, at least for some things. Might be worth at least checking them out as well. May be hit or miss on the price, but if you pay attention to the feedback ratings of the sellers and find a good price I have found the majority of the time you can't go wrong.
This is not even close to a good example of all the possible savings, but instead is just one small one, but I did just by a Dell Desktop. Everything seemed like a good price except the $30.00 printer cable. So I got everything but that, went to ebay and found a NEW 10 ft. USB printer cable for $0.79 plus $1.99 shipping - less than $3.00!!! Again, not tons of $$$, but not bad..
Anyway, always worth a shot. Of course, some larger componants like mother board and processor you may wnat to check out return policies, and post purchase suport may be quite limited, but still a thought