If you have an idea of which direction you are heading, check out a site like
PCPartPicker or
PCBuilder for more ideas. These prices are for the US, but will at least check for compatible components so you don't run into problems later. Based on your budget though, I don't think a 5950 will work (~$500 now)--maybe opt for the 5900 which can be found for less. Also, you need to take into account a gpu since you won't have integrated graphics--the really cheap inexpensive ones will still run you $200 or more.
Anyway, good luck. I am looking to build a PC soon. I am just trying to source some big things first like the monitor before I get everything and put it together.