so I just watched two how-to videos in the OP and building a rig actually seems a lot more straightforward than I'd imagine.
My biggest concern seems to be how to set everything up with the mobo and the case. How do you know that you are getting a case that will be compatible with the mobo? Isn't each mobo design different and has holes in different places? Also, it seems that once you have each component installed that the hard part is making sure that you have all your connections in the right places. There are a lot of frigging wires coming out of the PSU and it also seems that the case itself comes with its own set of wires? Is that right?
As far as airflow and cooling, i see people in here buying separate heatsinks, sit that really necessary? Doesn't the mobo have a heatsink that the CPU sits on?
As BMX Bandit said, the motherboards are based on standards. Generally if you're after a smaller form factor you want micro ATX (mATX), if you're going desktop then ATX is the way to go, all manufacturers will put the holes in the same places for a given standard, so all ATX boards, for example, will have the holes in the same places. I
think there's some commonality between mATX and ATX too as some midi tower cases will take both types of mobo.
The heat sink question depends on whether you want to overclock, with Intel Sandybridge the question is really why wouldn't you want to overclock, the chips have ridiculous amounts of headroom. The heatsinks actually sit on top of the processors and aree pretty much nothing to do with the motherboard - the motherboard part below the chip is the socket which it's vital you get the right socket for your processor of choice, but doesn't actually do any heat dissipation. Intel retail processors come with stock heatsinks (with thermal paste already applied) right in the box, they're the heat spreader & fan assemblies you see them clipping on the top of the processor in the videos. Now, with sandybridge the heat output is low enough for you to crank up the clock to 3.8 - 4GHz with that out-of-the-box cooler. For a small outlay most people in the thread get something like the cooler master hyper 212+ / evo / whatever the latest model is. This is a bigger, more efficient heat spreader meaning for a relatively small cost you can crank up the clockspeed a bit more, the bigger lump of metal hanging off the processor means you need to screw a reinforcing bracket (they come with the coolers) on to the back of the motherboard to support the added weight. Modern cases often have cutouts allowing you to access the back of the motherboard so you can do this inside the case once you've fitted the mobo.
From there you can go nuts with massive air coolers (Noctua DH14 and the like), closed loop self contained water coolers (Antec, Corsair H series) or custom loop water setups (Koolance, XSPC) but water requires enough space in your case to fit the system's radiator. All in the pursuit of keeping the processor cool as you ramp up the clockspeed.
I've mentioned Sandybridge as it's what I have a feel for, for some reason Ivybridge (the new Intel chips) seem to run hotter, so would require more cooling. I have no clue about AMD setups. Hope all that helps a bit.