CPU: The new 45nm C2Ds are out so that would be a better choice than the E6850, the E8400 is the pick of the bunch: http://www.newegg.com/Product/Produc...82E16819115037
A larger L2 cache, more energy efficient and more overclockable (4.3GHz!!!)
Here are some benches: http://www.xbitlabs.com/articles/cpu...e_7.html#sect0
RAM: I like Corsair XMS2, but this is a great 4GB kit from OCZ, it has CAS 4 latencies and some nice looking heatsinks: http://www.newegg.com/Product/Produc...82E16820227267
DDR2 800 with low latencies is the way to go ATM, it offers 95% of DDR3 performance for less than half the price.
HDD: I have a Samsung Spinpoint which I'm very happy with, I would recommend it: http://www.newegg.com/Product/Produc...82E16822152052
GPU: It's got to be the 8800GTS 512MB, it has a higher binned G92 than the GT with 128 stream processors and a nice cooler: http://www.newegg.com/Product/Produc...82E16814127325
That's an amazing deal from MSI, factory overclocked too.
Motherboard: I wouldn't hesitate to recommend an ASUS P35 P5K board. The only disadvantage it has is vdroop, but that can easily be fixed with a 2B pencil, see this thread: http://www.computerforums.org/showthread.php?t=70163
Handles my Q6600 at 3.6GHz perfectly.
Do you already have a PSU, case etc?