Start with motherboard drivers then network drivers. Go get latest. Rarely is the BIOS but not unheard of.
I recently purchased parts for a new computer on newegg after selling my old computer to my boss. the system setup was really easy and went together quite smoothly.
as far as what I purchased
1 x Antec Sonata Designer 500 Silver Steel ATX Mid Tower Computer Case 500W Power Supply - Retail
1 x Foxconn P35A LGA 775 Intel P35 ATX Intel Motherboard - Retail
1 x MSI RX2600XT-T2D256EZ Radeon HD 2600XT 256MB GDDR3 PCI Express x16 HDCP Ready CrossFire Supported Video Card - Retail
1 x Intel Core 2 Duo E6550 Conroe 2.33GHz LGA 775 65W Dual-Core Processor Model BX80557E6550 - Retail
1 x LG 20X DVD