My suggestion for you and anyone else that is intimidated by building their/your own computer is:
a) Go to a local computer shop with a list of parts (that we can help you to choose) and get them to build it for you. This way, you still get all the benefits of a custom-built, but don't have to worry about assembly.
b) Ask someone you know who has built a computer (if you know anyone) to help you put one together.
c) I suppose you could go Dell or whatever. I would use this as a last and least favorable option. You could get a nice system from Dell, but nothing is as nice as having your 'own' system