First off, Amazon and Newegg are the primary places I picked up all my parts for my build, and I think Canada isn't too bad for shipping.
I wanted what you want, and made a few cuts to save some major dough. What I would recommend is using
http://pcpartpicker.com/parts/partlist/ to pick your parts and this will also help you with compatibility. Secondly, watch this video -
How to Build a PC.
After you have an idea of the parts you want, go for the build and watch part 2, and 3 of those videos I sent you. They were great help.
Now, as for recommendations -
I love my current rig, and haven't run into any problems with FR or Lag. Played Crysis, BF3, Skyrim, etc. all at about 60fps max settings.
My build is -
Parts Link
This leaves you a little wiggle room since the above would cost about $1000.
If you want to, throw around 200 more into the graphics and maybe upgrade to an i7, add a bit more ram, and a bigger hard drive. That would mean less room for a nice monitor and keyboard/mouse.
Edit that list to your liking though. See what you like, and let us know what you decide to go with!