I've done this twice already and saved a big bundle on a powerful PC. Buying the parts and putting it together is really not too complicated. But if it is your first time, you will need some patience and an assistant with small hands would be a good thing too. Some places inside the computer "box" can be a tight squeeze.
This Guide is supposed to be geared for the non-techy person. It's free, so check it out if you are in the market for a new PC.