It's easier than you think, and you will get a MUCH bigger bang for your buck.
Scan places like TigerDirect, NewEgg, and MicroCenter for the components. MicroCenter has especially good deals on Intel processors and it discounts motherboards significantly when you buy the processors and motherboards together. Shopping there is particularly satisfying because they have actual brick-&-mortar stores where you can carry the stuff out.
Plan carefully, though. Don't take it cavalierly and just think you can slap it all together willy-nilly. Not everything works, at least not efficiently, with everything else, you know. Some motherboards handle different speeds of RAM than others, f'rinstance, motherboards have different internal and external connections and features, and all that.
In this way you can get a computer equipped like a high-end Alienware of Falcon Direct machine for under $2K, and the cases you can buy are even cooler (both in terms of general niftiness and in actual temperature on the components).
But I don't even know how you would spend $5,000 on a home built without loading it up with things like multiple SSDs (although if anyone wants to give me the money I will accept the challenge). With the highest end consumer Intel processor and highest end Asus or Gigabyte motherboard you're only up to about $1500. A high-end nVidia card ads another $500 or so, leaving you with $3000 to spend on RAM, disk drives, the power supply, water cooling, and any other gee-gaw you might want to hang off the thing.