The sites above me should serve you well. If you are ever in doubt for your new rig, google:
pc buyer's guide <month> <year>
Add the word 'gaming' to the search if that's what you are looking for. Also, you may have to backtrack a month or two (or even go by the season, summer, etc) because reviews aren't always posted every month.
I typically take 3 guides and try to mix and match what I feel are the best parts; if a part appears in multiple guides, my confidence increases for that part. I usually do my purchases at Newegg but will try to find the best deal possible. Stop by Dealmac or the Hot Deals forums at Anandtech to see if there are any deals/rebates out there for your parts.
Over at Tom's Hardware, you'll find very nice charts that graph performance on a number of benchmarks for cpu and video (VGA).
I've had good luck with the guides at Arstechnica, Sharky Extreme, and Hard OCP. If you still crave more, check out: Firing Squad, Hexus.net, Guru 3D, or Hot Hardware.
Finally, here's a link to Mike's Roadmap. I use it to see if there are any next-gen components about to be released. Knowing this kind of information will help you decide when to buy. It allows you to avoid 'painting yourself into a corner' from buying parts that are soon to be refreshed/updated.
Example transitions:
CPU - die-shrink: 65nm to 45nm; core: single to double/ double to quad
Memory - DDR2 to DDR3
Interface - USB to USB 2.0
Video - AGP to PCI
Disk/CD/DVD Drives - PATA to SATA
You'll have to balance your impatience, -er needs, because waiting is the hardest part!