A recent question requested advice about building your own PC.
The website style is a little amateurish, perhaps, and some of the discussion of components is certainly getting a bit 'dated', but one of the most comprehensive system building guides I've yet come across is Rob Williams' My Super PC website.
In particular, the actual assembly instructions are quite detailed indeed, and the principles underlying PC assembly are pretty consistent no matter what system you're putting together.
http://www.mysuperpc.com/build/pc_parts_list.shtml
Another quite good (and a little more professional looking) guide can be found at TomsHardware
http://www6.tomshardware.com/howto/20020904/index.html
http://www6.tomshardware.com/howto/20020918/index.html