Yeah, don't go cheap on the PSU. Some of the cheaper ones do this: http://en.wikipedia.org/wiki/Ripple_%28electrical%29
I think the guide for wattage is something like 20% more than your calculator says you need. Don't quote me on this, though.
I've had a Samsung drive that developed bad sectors within two years. Get a program that can read SMART data if you think a drive is dying. Speedfan can read SMART data.
As for brands;
: AMD or Intel if you want x86 or x86_64; I don't know about RISC processors.
: Asus, Gigabyte and MSI (MSI have shipped EFI motherboards so that's pretty cool). Intel make reasonable ones; I had an Intel motherboard. They're kinda cheap but they work.
Power: I'm not so sure. Vexer mentioned Antec (I know they're good), Corsair (they make excellent RAM so they're probably good) and Seasonic (who I've not heard of). There are others like Coolermaster as well. If ASUS make PSUs you can pretty much guarantee that they're good. I have an OCZ power supply that I haven't used yet; but it was very reasonably priced (~£50 including shipping for 600W) and I've heard good things about them. It also looks cool and smells nice, so that's good.
: Patriot, Corsair and OCZ make good memory. I've also heard good things about G.Skill.
Graphics card: ATI or nVIDIA basically.
: Sapphire or ASUS make the best ones.
: ASUS or EVGA, I think Gigabyte also make nVIDIA graphics cards and maybe ATI ones too
: Western Digital or Seagate are probably the best.
: Samsung are decent; I've never really thought as optical drives as an issue though, because they're really cheap and they aren't as prone to breakdown as poorly manufactured hard drives are.
: There are lots of good heatsinks, but like helios said make sure it fits your motherboard!
: This is really superficial; the only important criterion are that it fits your motherboard, is reasonably airy and has somewhere for you to put your hard drives, etc. and your PSU fits.
: Samsung work fine. CRT monitors are outdated but some people like them. Personally I'd get a glass LCD monitor if you can afford one. LG make good monitors but again, Samsungs work fine.
: People like Logitech and Razer, although Razer are much more expensive and I've heard they don't last as long. Logitech also make speakers.
Any more I can add? I feel like I forgot something.