There are motherboards that have integrated video, audio, and lan as well as usb, ps/2, a serial, and parallel port. Make building a computer much easier. I know Asus and PCChips make such boards. If you really need an AGP card, Asus and PCChips supply boards with just integrated sound and lan as well.

For graphics, I know Nvidia and ATI supply drivers for xorg. Look up the drivers to get a clue as to what card you should get.

For the heatsink/CPU difficulty, I give it a one. To me, all it means is installing the cpu, spreading the thermal paste on the cpu, and inserting the heatsink, and plugging the heatsink connector to the proper port on the motherboard. Nothing more. Just got to remember that amd uses different heatsink connections than intel.

Personally, I prefer newegg.com myself. They have deals everyday. Tigerdirect.com is another store I visit for computer parts as well.