Since people are recommending mobo brands, I'm going throw Asus into the ring, I have built 3 machines using their boards and they have been great.
High end gaming station? Don't build it:
If you know what motherboard and processor you want, I recommend ordering from a site that does installation and testing of the cpu.
I generally have my CPU installed on the mobo before it gets shipped (costs 9 dollars), which saves me the headache of having to do that myself. I'm kind of a klutz. Sites like www.mwave.com can do that for you.
If you can't handle installing a CPU onto a mobo, then you shouldn't be building your own system.
Found the cheapest place to buy everything I needed when I built my machine.