Hey if your in LA you should check out Fry's Electronics store in City of Industry, they specialize in electronics and computers. As for others, Newegg as Ferrari mentioned is good.Frys ElectronicsAmazon
-No Tax for CA (make sure item is being sold by Amazon though)Zip Zoom FlySlickdeals
-This is for more all around items but do have good deals on computer parts that are usually limited time items (Which lists from major stores like Newegg and Amazon)
If you want to save some money you could also shop around Amazon.com since you will be saving money on tax + free shipping on orders over 25$.
You could probably build a decent Intel or an AMD build for 1000$, for me I'm heading towards AMD and my calculated budget for that (which I am still currently building) is about $1300.
If you are going for an AMD route, this is what I have which I plan to use for gaming so you can use this for some ideas:
What I have so far:
-AMD 965 BE 3.4ghz AM3 (200$ via Newegg but is now 179$)
-Asus Crosshair III 790FX (199$ via Amazon but is back up in price a little now)
-Corsair 850TX Power Supply (139$ via Amazon price has seemed to stay at that range but you could probably pick up a 750watt which would do you fine for about 100$)
-G.Skill Ripjaws DDR3 1600 7-8-8-24 (114$ + tax = 126$ via Newegg)
-Coolermaster HAF 932 Full Tower (140$ via Amazon, I think the price went up)
-Corsair H50 CPU Cooler (74$ via Amazon, was on a Gold Box Deal, I think it's 78$ now though)
-Rest of parts have not purchased yet
If you want to pick up some HardDrives (espeically if you live in CA like me) Amazon has Retail Western Digital Caviar Black 1TB harddrives for 89$ flat but wont have any in stock till March 22nd
Hope this helps.