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I disagree with some of the posters above that you can just buy stuff that fits and slap it together. That would not be my first approach to a good build. For example, a lot of the older motherboards required a 4-pin, 12v CPU power supply in addition to the huge 22/24 pin main motherboard power harness from the power supply. I recently built a Z68 board with a 2600k processor and found myself scratching my head with the CPU needed a 8-pin power plug for the CPU. Completely took me by surprise and changed what Power Supply we were going to use as a result. It also pushed back my build a week because of the return and reorder. So, do a little research. This technology is changing so fast, there are new standards coming out all the time.
Standards are fairly easy to check and there are some good resources if you are unsure about what will work, such as Toms Hardware.
But compared to the old days, before Internet was common place, dealing with jumpers, IDE Slave/Master/Cable, far less onboard stuff like audio, no USB, fdisk, loading ATAPI drivers, bios settings, and so on made it quite a bit more complicated. Now we have SATA, PCI-E, and auto clock sets via bias, with most of the other stuff handled by the board and bios much better. I was pretty excited when being able to boot from the optical drive became standard; made life a lot easier.
Though I tend to work more towards budget focused stuff now, so pin counts for CPU and GPU power are less of a concern. But certainly something a touch of Google'ing and asking about can quickly sort out.
I was mostly just saying it isn't scary and now a days quite tricky to damage anything in the process. No more frying a CPU because you forgot a jumper or such