I'm replacing my ageing Athlon 2800+ next week with a nice new Athlon 3800 X2 system next week. I got a pretty good quote from PCSpecialist.co.uk.
This will be the first PC in about 10 years that I haven't built myself from component parts. There's just no financial reason to do it yourself these days as the margin is so small. Get it pre-built from somewhere like PCspecialist, and you can be sure of getting a fully tested solution. (They also allow you to upgrade yourself without voiding the warranty.)
Also (think this might have already been said), with the price of systems at the mo, there's often little point in upgrading select components. You might as well just buy a new box and sell off your old one. That's what I've done.
(P.S. If you go for a dual core like an X2, and if you run Windows, make sure you've got XP Pro, not XP Home. Home doesn't support multiple processors. Also, avoid the XP 64 bit edition as the driver support is poor. Stick with good old 32 bit edition until the 64 bit platform is better supported. Or go dual boot, which is what I'm going to do. Well, actually, it'll be quad-boot...)