I built my own computers, which does not make me an expert by any means. Weird problems have cropped up in my cases. My rule is to dismantle the system, then carefully re-assemble. The MoBo manual is always a great help. All those wirings for the USB, the LEDs, the fans, the speaker and the sounds - they usually are color coded, but not all manuals are equally superb in their instructions or figures.
I proceed from the minimum of peripherals: the monitor, keyboard and mouse. I also make notes, make or write info on the parts, make sure that the jumpers on the motherboard as well as the peripherals are set correctly. I do not yet overclock at this first steps, when I try the system.
It is always advisable to read through manuals in the installation of drivers too, more so that you are building your own system. Sometimes the drivers are installed first, sometimes the device before the drivers. The extra time to check and recheck I find to be more failsafe, because disassembly is more time consuming.
I'd make sure that I check the manufacturer's site for newer drives, so it is very helpful to write down somehwere the model number, the serial number, the version number of all devices that I have to put into my system. I find that some uncertified drivers can cause problems (especially modems and video cards), but otherwise I install them despite the warning.
i am sure that, despite your initial problems, you will find building your own system becomes better the second time around.
Good luck to you, and make sure that by the time you upgrade your system, there is so-called Hardware Abstraction Layer to contend with, because your XP system knows what it has in its hardware configuration files.