Since he did a nice long writeup I'll do a TLDR for you:
Case holds everything. Everyone spooges for 120mm fans because they are very quiet and move much more air with a lot less noise than smaller fans, plus the noise they do make isn't as high pitched so it's not nearly as annoying. Toolless means that you don't need screws to put in listed as such. It's generally best to pick a case in person if you aren't ordering one of the well known models, that way you get a feel for it and make sure it's not a flimsy POS.
Motherboard's where everything plugs into. Just get a nice midrange Asus or Gigabyte board with the right socket for your processor and you're probably fine. Resist the temptation to buy open-box or recertified stuff. You can't plug in the power cords where they don't belong. The plugs are shaped to stop you from doing that wherever possible.
Ram. It's there. Just buy the recommended amount (4gb for everything except core i7, 6gb for i7) from the cheapest thing that has both a lifetime warranty and a heat spreader from: Gskill, Geil, Corsair, OCZ, and Mushkin for ram (Corsair and OCZ are likely the cheapest too). Don't worry overmuch about the #-#-#-## speed things, just pick one roughly symmetrical and with a lower final number and that doesn't take overmuch electricity. 7-7-7-12 and 2.1v beats 5-7-5-10 at 2.1v and 5-5-5-10 at 2.8v for example.
Videocard... just get whatever benchmarks highest in your price range from: XFX, EVGA or BFG-Tech. Remember that the AMPS are what count, not the volts. 600v is enough for ANY gaming computer that isn't using SLI, and you shouldn't be using SLI it's a waste of money compared to saving it and upgrading more often, but picking a power supply that gives good amps on the 12v rail is important.
CPU's need heatsinks too. learn to love anandtech's reviews, otherwise just get what us crazy overclockers tell you to in a given price range. When in doubt Thermalright anything and arctic silver thermalpaste win by default. Pick the best benchmarking CPU in your price range, be it AMD or Intel. Goes in the slot one way usually, pretty hard to mess up. Mounting the heatsink will take more force than you're comfortable using, as long as you aren't bending the motherboard you should be fine.
Power supply is important. It can and will kill everything else in the computer, it can and WILL kill YOU if you do not treat it with respect. Always install this in the computer case first, then plug it into the wall. That grounds your entire case and prevents static from frying your shit, the amount of static it takes to kill everything is less than humans can physically feel so don't think "if i dont feel zapped its ok". Only ever buy a power supply from: Corsair, Seasonic, or PC Power and Cooling. If you MUST buy another one, and trust me you will NEVER need to unless you get taken in by "ooh shiny" read the review at jonnyguru.com. I'm not joking, asking any power supply questions of anyone who knows something about anything will just get you linked to his website.
Drives: Seagate and Western Digital for hard drives. Get SATA for everything including DVD burners. Don't spend more than about $30 tops on a DVD drive, they're not that big of a deal.
And remember, there's a thousand opinions but Anandtech and Jonnyguru will provide hard unarguable facts for why they say what they do. Always trust fact, always listen to but suspect opinion. There is an objective measurable value to every computer part, if you know what you need you can find what is unarguably the best part for you if you know where to look.