If you can afford to trade a little extra money for minimum hassles, you should go with a Linux systems integrator like VA Linux Systems . These guys will sell you tested and tuned hardware with Linux pre-loaded. What you get for your price premium includes a support line to call. Computer Superstores Big chain superstores like CompUSA and Circuit City give you a reasonable alternative to mail order. One thing you should not buy mail-order if you can avoid it is a monitor.
Monitors are subject to substantial quality variations even within the same make and model.
Also, one good bump during shipping can twist the yoke on a monitor so the image is tilted with respect to the bezel. Another good argument for buying at a superstore is that you may have to pay return postage if you ship a mail-order system back. On a big, heavy system, this can eat your initial price savings. Use caution and check your system manifest. You can often get out of paying tax just by paying cash, especially at computer shows.