Building a bike is fun, develops mechanical skills and helps to build affection for your machine, but unless you have real specific requirements and/or can source the components at considerable discount, your build will cost considerably more than an equivalent complete bike.
Frame wise you may want to consider an integrated headset, they require no special tools to install. The crown race can be installed on the fork using a length of PVC pipe and a mallet.
There are some good deals on frame, fork and headset combos to be found online. I am currently considering doing a build again this winter and am looking at Performancebike, bikeisland and ebay for parts. Bikeisland, in particular, has a frame, headset and carbon fork with free delivery that is far less than what you could source from nashbar.
Basic brakes and derailleur equipment work fine, but tend to be a bit heavier than their high buck bretheren if that is important to you. You may want to consider a medium to long cage rear derailleur to handle larger cassettes if you need them. I put nashbar (microshift) derailleurs on my TT build and I am satisfied with the performance.
I assume you want integrate brakes and shifters? I have had good experience with the range from Sora, Tiagra and 105 shimano gear. The newer, less expensive grades below Sora appear too cheap even for my tastes. The (nashbar) microshift brifters are intriguing for a budget build. My TT uses Dura Ace barends which work great as well, I am considering building a Cross'ish bike on the cheap using barends.
