I think "Paul" is joking -very very very few parts are made in the US these days. You're buying foreign no matter what.
As far as building your own system, I like to sit just below the plateau that indicates a premium for new tech. Stuffing others' pockets is not a hobby of mine. As far as processors go, AMD still seems to reign in price/performance ratio. According to [url=http://www.pricewatch.com/]Pricewatch[/url], the following is a sample of lowest prices:
$129 Athlon XP 2600
$95 Athlon XP 2600 333
$93 Athlon XP 2500
$91 Athlon XP 2500 333
$77 Athlon XP 2400
$65 Athlon XP 2200
$65 Athlon XP 2100
The XP2600 is obviously a real cashcow, so I'm not going for that or anythign above. Based on what I see, the 2400 or 2200 is the best deal. You could optimize your money better if you overclocked, but this is somehwat involved, and probably not for the first-time PC builder.
As far as motherboards go, the Asus A7N8X has gotten rave reviews on [url=http://www.hardocp.com]HardOCP[/url] and elsewhere, and mine has been nothing short of fantastic. [url=http://www.newegg.com]Newegg[/url] often has good deals on these. I know it's got integrated stuff, but it's all top of the line, and it's hard to find a better board. It's not very expensive, either.
Do buy a good case with thumbscrews; Antec has some good cases. Since I'm a LAN gamer, light weight is important for me, and I have a Lian-Li case; this a premium item, though.
With hard drives, there have lately been a lot of good deals on western digital 120 GB drives for around $100. If you can find these deals, go for them. Otherwise, remember not to accept any less than 7200 RPM; an 8MB+ cache is also good.
Have fun