Building your own system is a really awesome way to go, especially in that budget range. There's some pitfalls of building your first system though, and it is important that you do your research. If you're not inclined to find out what is worth getting and what isn't then its likely better for you to just buy something pre-assembled from whatever company you prefer.
If you're up for it though, some places to check out are:
Falcon's guide is a good way of making sure you're not over-allocating any part of your budget to the wrong thing (there's no sense getting a really good CPU if its going to be bottlenecked by a cheap GPU or fried by a cheap power supply.
/r/buildapc is a helpful sub-community on reddit where you can ask about what you should be looking to get based on your needs. There's also a lot of useful links on the sidebar.
PC Partpicker lets you select different components and save it as a "build". It'll find the best place for you to order your parts from on a part-by-part basis and graph all the prices over time. Don't go here until you know what you want, though…
And one word of advise: when deciding on your powersupply, make sure you get a good one (high rating), and obviously make sure it'll be adequate for the components you're getting. It'd be a shame to get everything and have a $25 savings on a powersupply ruin your entire computer and data.
