Toms Hardware of course!
Newegg.com id also great.
Honestly though it's easy and can exhilarating.
I remember paying a guy $40 to just format and install a HDD...
If you don't like the experience, you won't ever have to do it again, and likely can send back most/all of the parts for a full refund (less shipping).
If you do enjoy building, and savour the better price/performance, then you'll be more than happy you did.
Everyone here at Toms will gladly help you, even if it means leading you step by step live via a messenger with a webcam. It'd be fun for us also.
Most gear comes with a 1 year+ manufacturer warranty.
EDIT: Forgot to ask the crucial question; what will you use the system for? For example, HP is nice, but don't expect anything for under $1000 to be any good at gaming.
With places like Ibuypower, you can choose if you want a weak processer and limited HDD space and RAM for the sake of a better VGA card for gaming.