HeismyFiyero
I gave what you said a bit of thought and I'd like to look into building the desktop myself...how does that work? O:
Well, there are a lot of guides out there that provides in formation on how to build a desktop computer. The advantage of that is that you have more flexibility or control over your budget and what specific parts you put in.
Buy a bundled set (usually motherboard, CPU and RAM) ready for assembly (Newegg, TigerDirect and other online companies offer these). Buying this set eliminates the possibilities of picking the wrong CPU for the wrong motherboard socket.
Aside from that, everything else is mostly compatible with the motherboard (graphics card, sound card, etc.). Then you have to think about how much power each part is going to draw. For the most part though, unless you are building a computer that is more than $1k in parts, you should be fine with a 700W power supply. It gives you enough room for a second graphics card down the road if needed.
Though if this is really the first time you've done this, I'd HIGHLY recommend to watch video tutorials first. It isn't as hard as other people make it up to be. What make custom building a bit harder is putting thought into other factors such as airflow, liquid cooling, and other custom setups which is somewhat of an artform in itself.