This machine will be better than a pre-built gaming PC!!! You will know that it was brought into the world by a person who really cared about it. All the parts have individual warranties. Because you built it youself you will be confident if you ever upgrade it.
Some tips:
1 - Make sure you put standoffs into the case before you screw your motherboard in. The case will come with standoff screws. They are little hex-screws which you can screw in with your fingers and they have a hole in the top of them where you put the screws which go through the mobo. They hold the motherboard about 8mm away from the back of the case, so you dont get a short curcuit from the back of the motherboard touching the case.
2 - First thing you do when it all arrives is take the motherboard out of the box, put it on top of a soft surface (like a towel under a piece of paper), then slot your RAM DIMMS in, then put your CPU in. When you put the CPU in be careful. It's not so hard, but you will have to clamp it in place with a tiny lever. When you are lowering the lever try and get the clamp into a position where you dont have to put a lot of pressure on it. It should come down fairly easy. If you think it feels too stiff, or you are scared you are putting too much preassure on the CPU then just try and adjust the angle of the clamp until it is comfortable.
3 - When you are putting the heatsink on, be aware of the thermal paste on the bottom of it. Intel heatsinks come with thermal paste pre-applied, so you just have to put the heatsink on and thats it.
Attach two diagonally opposite corners of the Heatsink first, then do the other two corners. Then plug the heatsink power cable to the motherboard (see mobo manual for exact position, will be three small pins, near to the CPU socket)
4 - When you have assembled the mobo, CPU, RAM and Heatsink, put the DVD drive in the case, put the HDD in the case, put the PSU in the case, then put the mobo in the case (put the standoffs in first!). Then you can start attaching all of your cables.
I would do them in this order:
1 - The case cables. (small wires for the power switch, reset switch, HDD LED etc)
These are the smallest and fiddleyest cables)
2 - The USB header (for the usb slots on the case)
3 - SATA cables (small cables included with mobo for attaching HDD and DVD to motherboard)
4 - SATA Power cables (this will be physically attached to yout PSU) - to power your HDD and DVD
5 - Mobo power cables (the 4/8pin and the 24pin huge cable that is also physically attached to the PSU)
6 - PCIExpress power cables into your graphics card
7 - If you have any case fans you can attach them to the PSU directly, or if your motherboard has extra fan headers you can put them into the motherboard.