Looking at your wishlist, it looks like you have money to burn which is fine if that's what you want. I personally wouldn't go that route.
Like you, I had no idea what I was doing before reading these forums and gathering information and knowledge from the many helpful people here.
I took my time and spent several months deciding exactly what I needed and wanted. I could have spent double or triple the cost on my build but did I need all that? No. I originally thought about going SLI but for what I'm doing (mainly gaming), a good single GPU is just fine. I saved money right there on a second GPU and SLI mobo. I also stuck with the very reliable windows XP. I have no need for Vista.
Look at the build in my sig and you'll find many others with similar parts and builds. Why? Because its proven to work and work well. I slapped it together in a day and haven't had a problem with it since. Its nothing spectacular but will run all games today easily and I'm sure many more to come in the future. I'm guessing this rig will run fine for a couple years before I have to add any upgrades. And since I caught the bug now, I look forward to swapping out parts with newer or better stuff as they become available.
Same thing with overclocking. I knew nothing at all about it. After spending a weekend doing some research I have this sucker screaming fast and I've learned a lot about OC'ing.