damn right about alienware, they expensive motha fuckas.
Video Card - I'd definitely go with an Nvidia. With your budget probably a 7800gt or a 7900gt.
Monitor - I'd say probably an 18-19 inch LCD (i know thats gonna start arguements

)
Mouse - I'd say an Logitech MX500 - just cause its the one I've got. I've had it for over a year and its never had any problems, excellent performance and very cheap I'm sure by now. (When i got it it was around £25)
Keyboard - probably a Logitech, its a very good brand. I myself have a zboard and it works great and can be very useful, but that may not be what you're looking for (
http://www.zboard.com)
Speakers - get some good headphones, plantronics is an excellent, fairly cheap brand. They provide great sound quality, plus you can easily get a mic with it. Highest end ones run around £30 compared to a good surround sound system which basically has the same effect that runs around £60-70
Case - Just grab a decent looking black one with okay airflow
Processor - If your gonna use it mostly for gaming get one of the dualcore AMD series (dont really know much about processors but i know those are good)
RAM - Get some Corsair XMS DDR400 (I'd say about 1gb)
Motherboard - Basically here, it has to work with the RAM and the Processor, as well as having 1 or 2 x16 slots. This shouldnt be a problem if you get AMD with Corsair, they work excellently together and thus there are many motherboards that are compliant to both.'
Power Supply - I'd say around a 400-500 Watt power supply would be good, that'll run you about £100-125 but of course you have to get one good enough to support the power of your computer
CD Rom - if you watch movies get a DVD, runs about £25 i think
Cooling - probably just start with some fans, your computer shouldn't be high enough end that you'd have to resort to liquid cooling or anything
Mousepad - use your desk
I dont think i missed anything. Those suggestions are all from personal experience and i can guarantee you some of the next posts are going to be arguing about how wrong I am

Of course these aren't specific prices, just guesses and suggestions for you to look into.