Well - "building" ones own system isn't as difficult as it sounds.
Most things can only be mounted in the correct manner, and if you have tried changing some kind of hardware before - then there should be very little reason for why you couldn't build it yourself.
The only "dangerous" point per se, is mounting the motherboard, but that is not so bad, after this - it is all in the manuals.
As for what hardware to use? - Well - I'm not that much into the hardware market anymore, seeing as I've not upgraded my own computer for about 1½ (eeeeek
).
But I have to admit that I'm a converted "AMD to Intel" guy. I used to run AMD cpu's but now I'll never go away from Intel. It has worked better for me, with fewer problems, and less heat. As for what is better - well that is pretty much subjective as to what reviews one look at, and cpu choice has become something like the good ole "debates" of what was better between Duke Nuke'em 3D and Quake
It is a subjective choice, and my choice currently is Intel, if nothing else because my system runs at lower temperatures since changing.
However, the curret stance on the market, I do not know, but if I were purcashing today, I'd "only" buy a 3 gHz P4 (can be aquiered rather cheap), and then wait a while and see what happens with the 64 bit processers and OS.
Motherboards - I usually go for some "quality brand" over more unknown, although they might be more expensive. But I feel the motherboard is the wrong place to save, because it is one of the absolut key points of your computer. It is much easier to buy an "unknown" DVD or Soundcard brand and change thoese around, then having to mess around with motherboards to get stuff working. (I'm sure HLD will come along shortly and advice MicroStar or what brand he is peddleing
)
Harddrives I do not know what is on the market, but my advice is to go for the ones with higher cache (like 2MB and upwards).
Memory - I would advice you to string for upwards to 1 GB if you can afford it (there is no reason to go higher for sure). 512 MB would be plenty for most things, however - memory isn't as expensive as it once where, so I feel one can just as well spring for the last 512 MB and be "on the safe side". Windows (can and will) use a lot of memory.
I hope some of the advice has been helpful, but in the end - it should all come down to what you whish for yourself. Many of my experiences are personal and based on helping others - but many others will have different experiences
So heed what you wish and go for what you want
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