The most popular websites are Amazon and Newegg. I’d recommend going through this whole syllabus before making any purchases though. So… what parts are you going to buy?
You can never go wrong by starting with your processor. You have two main brands to chose from: Intel and AMD. Almost every really high-end build will go with an Intel. Basically if you find an almost equivalent processor between AMD and Intel, the AMD will almost always be slightly cheaper. So if you’re building on a low-mid end budget, you can’t go wrong with an AMD. For more details on the debate check out this article.
First of all before buying, make sure all your parts are compatible. The resources provide really help you understand compatibilty, some do it for you!
If you’re now questioning, “well there’s sooo much stuff, what do I get?” – always try to get as close to the latest generation of anything as your budget can afford. If something is totally brand new (within the last year), chances are it’s not a big deal if you don’t have/get it yet (new things are always stupid expensive).