The two components that will use the majority of wattage are the graphics card and processor. The graphics card will use the most and the processor will use slightly to quite a bit less, depending on which graphics card and processor you are comparing.
TDP tells you how much power the graphics card/processor will use at maximum load. This is listed in the specs section on most websites you will buy your parts from. Now AMD processors tend to use more power than Intel. And as far as graphics cards go, usually the better the card, the more power it will use. Your best bet is to decide on which parts you want and get a power supply that will be good for your setup.
Do you have a build in mind with some parts you might prefer or anything?