building your own system isn't too hard. I just built my first one a few months ago, and aside from a hard drive compatibility issue, it wasn't very bad. Your configuration seems like a bit of overkill, and there are some better options to be had in a few places.
Here are some suggestions:
1) CPU - Sledgehammer sucks. It's the original A64 core, over 18 months old, and it shows. The clock-for-clock performance is not great, it runs really hot, doesn't have SSE3, has a memory controller that can't handle 4 DDR400 DIMMS, and doesn't OC well. Grab a venice, it fixes all these issues. Besides, 3500+ and 3800+ are way better values than the 4000+.
2) Graphics - 6800GT or X800XL are fine choices, but the SLI is kinda pointless at this stage of the game. ATI's R520 and Nvidia's G70 are going to be shown off at Computex in June, for availability by fall. Why spend $700 for an extra GPU and $100 extra for the SLI mobo when you can buy an X800XL for $250 and upgrade to an R520/G70 later this year?
3) Mobo - nforce4 for sure, but if you don't go SLI, try DFI's NF4 Ultra board for $140, or Chaintech's VNF4 Ultra for $90. They have all the features for way cheaper.
4) RAM - WAAAY too much money for 1GB of RAM. DDR prices have almost cut in half since 6 months ago, but enthusiast memory hasn't, so it's now a pretty poor value. Get a pair of 1GB value memory sticks. They are like $90 each at newegg. If you OC, you can just run a memory divider in your bios, and if you don't OC, than the latency differences will be negligable, like 3% or less. Try corsair, mushkin, OCZ, PQI, etc value memory.
5) Hard Drive - the combo isn't great. Raptors are expensive and small but fast, and the WD 250 is big but slow, not to mention it's slower than its newer competitors, like Maxtor's Diamondmax 10, Seagate's 7200.8, and Hitachi's T7K250. A better combo would be a pair of T7K250's in Raid 0. Together, 2 of these are faster than a single Raptor, and WAAAY faster than a Caviar. (see
http://www.cluboc.net/reviews/hard_drives/hitachi/T7K250/p3.htm for some benchmarks) Also, a pair is cheaper ($128x2 versus $175+$130) and gives you more capacity (250x2 versus 74+250). Oh, yeah, and it's SATA-II.
6) PSU - $230 is rediculous. Grab any reputable 450-500W 24-pin PSU and you'll be fine. The 24-pin ATX 2.0 part is important, so that the PCIe graphics gets adequate power. Good choices are Antec's Truepower 2.0 ($120) or Vantec's Stealth VAN-520A ($90).
7) Sound - at this point, the Audigy isn't a great investment. Integrated sound on nforce is quite decent, and Creative has that announced its new line of X-Fi cards is not far away. These new cards will be exponentially better than the 10 year old architecture the Audigy is based on. Looking at the specs, it's like comparing a Pentium Pro to a Pentium EE 840 - its hardware is literally 24 times more powerful. I say try out integrated, wait for X-Fi, and then make your decision.
8) Windows XP x64 - why not? if you're buying hardware, you can get an OEM version, and you'll probably wanna get it eventually anyways, so there's no point in paying for windows twice. Driver support is pretty good, the only problem I'm having is TV Wonder support, but I'm sure it's coming. All games except Splinter Cell Chaos Theory run fine (that's an issue with the Starforce driver, but i guess that will probably be out soon). Oh, and Avast Antivirus free works on x64, so you'll have some protection while you wait for your AV app of choice to be compiled for x64.
That's a good place to start, the rest of the stuff is really just personal preference. Anyways, that should really save you a lot of cash, possibly close to a grand compared to your configuration.