First, build it yourself. You will save a bundle ordering parts online and building yourself, if you have any experience at all.
CPU - Mate, check out Digispan
for CPU prices - a 4000+ San Diego will set you back about $700. I am using one myself (albeit a Clawhammer) and it is a good cpu. I'm not sure whether the price premium is justified when compared to the 3700+ ($490) however. If you are going to be predominantly gaming, AMD64's provide superior performance. If you are going to be doing a lot of multimedia work, perhaps you could look at an X2 4200+ or 4400+ (pricey, but superior in multithreaded apps).
Mobo - You need to work out whether you want an SLi (Nvidia) or Crossfire (ATI) (running two vid cards) capable motherboard. If the latter, you will need to wait a while. What other features do you need? Will you be using onboard sound? Do you intend to overclock?
You are a little more limited here (ie, in Aus) than elsewhere. If you want DFI, checkout PC Case Gear
. DFI is a good board for overclocking. A non SLI board will set you back $220 (NF4 Ultra) and a SLI (NF4 SLi-D) capable board $290.
MSI (K8N Neo 4) is another option. Check out Techbuy
for others. A good MSI board will set you back around $200-320.
Abit AN8 would probably do you well (I am using an Abit AV8 and it has been problem free thus far) as will an Asus A8n SLI board.
Graphics - Nvidia or ATI? If you want ultra high end, look at a Nvidia Pci-E 7800GTX (XFX 7800GTX - $915.40 at Techbuy); or a Pci-E X850XT (HIS X850XT ICE QII - $840 at Techbuy). If you want a step down, look at a 6800GT or 6800GT Ultra (still muchos expensive here - better paying a little more for the 7800) or an X800L ($600ish).
Memory - Go for a dual channel kit of Corsair, OCZ, Geil. Probably a 2 x 512mb TwinX 3200C corsair kit will be about right.
Hard drive - depending on what configuration you want to use (ie, one big and one small, two similar sizes, one big drive), look at a Hitachi Deskstar 7200RPM SATA drive.
If we break that down we get:
1 x 3700+ - $480 (Digispan)
1 x DFI NF4 Ultra - $220 (PCCase Gear)
1 x XFX 7800GTX - $915 (Techbuy)
2 x 512mb Corsair Twinx 3200C Dual channel kit - $210 (Digispan)
1 x 250GB Hitachi SATA - $226 (Techbuy)
1 x BenQ 17" 8ms Response LCD monitor - $400 (Digispan)
Around $2451 for a high end system. That is without case, PSU, optical drives, keyboard, mouse, speakers. Do you have these parts already?