Don't be daunted by the computer stuff. If you're a quick learner you'll be able to pick up the necessary knowledge even to build your own relatively quickly. Pure assembly isn't much harder than playing with tinker toys or lincoln logs with the mild added risk of static zapping something (which you should be able to avoid provided you're not working while skating around a shag carpet in wool socks with a cat strapped to your back).
Just because I'm bored, I'll give you a primer on what you need to look at if you're starting from scratch (even though it's pointless because you probably won't do it for over a year).
First off, there's a sweet spot on buying computer parts You could plot the prices on a graph and it would make a very gradually sloping line or curve followed by a sharp jolt. You wanna aim at the spot before the jolt. That's where you're getting the most for your money without paying the e-***** tax of having the fastest thing out. This is especially true with video cards. Generally the thing close to fastest (and fast enough to run all most all current games in the 40-60 FPS range) is half the price of the fastest. Seriously... you could buy an awesome vid card for 400 bucks and then for a smidge of an ounce more power pay 800 bucks... that's ludicrous.
CPU and Motherboard - I'd highly suggest you buy them together to save yourself the headache of making sure the chipsets work. Additionally, the combos are cheaper most of the time. It's pretty easy to find out what range CPU you want. CPUs aren't as hard to shop for as video card. Know roughly what's going on with them (number of cores or anything new coming up). Generally you don't need to know that much, find the sweet spot in pricing. You MoBo should have whatever features you need and is arguably more important than the details of your CPU. You'll look for things like:
-number of USB slots (does it have connections on it for front mounted USB as well)
-PCI Express slot (gold standard for cards now, could change but unlikely)
-enough PCI slots to accommodate normal PCI devices you may use (Sound cards, wireless modem)
-RAM capacity and configuration (dual-channel)
SLI (nVidias name for running two video cards though ATI has a different term) isn't a huge deal yet and you can get into trouble with it. Depending on the set up you need two matching cards... that's not cheap. Some SLI setups will gimp one of the cards as one of the PCI express slots doesn't have the same pipeline as the other. I honestly am not too concerned about this being a huge issue before FFXIV comes out so for the most part disregard it, but be aware of it. Keep in mind potential trends and if you are going to be able to upgrade.
Currently you should be able to get something decent in the $90-120 range.
RAM - Nothing too complicated. You could get into the hardcore detail stuff, but you don't really need to know that much. If your MoBo is set up for dual channel ram make sure you're buying in pairs. Be aware of how much RAM costs by its size. There's a sweet spot here too. You could buy several small sticks of RAM, 1 giant strip of RAM, or a few medium. Go Goldilocks here. The bigger the single stick, the higher the cost. The more small ones you have to buy the more it will cost to hit the equivalent of a few mediums (not to mention it's unlikely you'll have 12 RAM slots free on your MoBo).
RAM is great because it upgrades really well and if you upgrade MoBos you may be able to stick some old RAM on it while buying new RAM and really save yourself some money. You'll get cumulative power... wouldn't it be great if you could plug your PS2 into your PS3 and get more power out of it?
You'll almost always buy RAM in pairs and right now I'd say aim for 2 Gig sticks (4 total). You can easily double that order to a total of 8. You should be able to get 4 gigs of RAM in the 100 dollar range. Always look for deals.
Video Card - This is the beast. Shopping for a video card is moderately research intensive. For the most part, ignore the brands. Even if the box says it's made for nVidia only take that with a grain of salt. You'll want to look at benchmarks and honestly you should usually be doing this for games you are or will be playing. Problem is, with an MMO, especially one not released, this can be difficult. Look for similar games or games that you know are graphically intensive (Crysis would be the one these days).
Keep in mind that just because a card benches well on one game doesn't mean it will bench as well on another game. Two cards can both be the best card for two different games and by a large margin. Hopefully by the time you're looking to purchase the new benchmarking program by SE will be out and people will be posting what cards are doing really well at the game. Generally the newest cards aren't always the best and numbers are extremely misleading. The 500 Mb card might actually out perform the 640 Mb card. There are a lot of details that pure numbers on a box or series number won't tell you. The later cards in a particular series often run better than the newest cards in a new series (very true with nVidia). If you're buying the newer cards you're paying for e-***** and lower performance more often than not.
Check reviews on cards that are altered. Third party companies will take the major company's cards and tweak them including sometimes pre-overclocking them for you. These cards are often very good for gaming and come with good software bundles.
Keep in mind that over time, with a monster rig FFXIV may not be the only game you play. Having a great rig might make you want to play other PC exclusives that are system intensive so don't discount how other games bench other than FFXIV.
You'll generally go into this particular shopping bit with a price range in mind (I'd currently suggest 200-300, but I almost always fall into the 250 range). While doing a lot of research and reading about lots of benches on lots of different sites (diversify sources hardcore) you'll probably start to make out a mid-range card that seems to stand out by very positive reviews. At that point look for more details about it and if it has different makes (particularly those by 3rd parties). You can find tons of detailed user reviews all over the internet. Look for a card that has very few flaws and that is universally loved... believe me... they are always out there when you need them.
I also look for certain features. You'll definitely want some type of capability to run it to your TV which is pretty standard in cards these days. If you think you may want dual-monitors keep that in mind as well (I couldn't live without them).
I personally never go into the 300+ range and I can run almost everything astonishingly well. Don't feel like you have to pay top dollar. My last card was just over 200 bucks.
Though you're obviously swayed, cards usually have an interface that allows you to change the general graphical settings of your game's output independent from the game. You can turn on v-sync or any level of anti-aliasing and force it to work even if the game itself doesn't have that option (like I used to do with FFXI).
Case and PSU - A case will cost as much as you want it to. You can get a decent case for 20-40 bucks and can spend hundreds if you so desire. I've had a very expensive case and it was magnificent and worth it for an enthusiast, but ultimately unnecessary unless you just go tinkering in your case often.
You'll want a case that's easy to work in if you're building it yourself (optimally one with a removable MoBo tray). You'll want it to have room for fans and good placement for HDs.
Your PSU (Power Supply Unit) should be sturdy enough to run all of what you need and will often need to have specific plugs for special video cards (though most v-cards come with an adapter) and your MoBo (also less of an issue that it once was). Most decent PSUs will come with the appropriate plugs. You just need to make sure it has enough power and gaming video cards can suck some juice. Honestly, you can sweet spot this as well. By doing so you'll probably find an ample PSU that will leave plenty of room for upgrades.
You can often find PSU/Case combos. If you find a good one, that's great.
Other - There's other stuff, but it's hardly worth mentioning. Stuff like DVD-RWs are 20 bucks these days. You may need to add some fans, especially if you want to try to overlock your system (I don't suggest it if you're new and you're only eeking out a tiny bit more performance at a potential risk if you don't have the proper temperature management) or if you have a pre-OC'd card from a third-party (not nearly as dangerous as OCing yourself as they are usually just tuning the card up a tad and very reasonably within limits).
Big thing to think about when buying are these two rules.
Rule 1: Look for the sweet spot in pricing; don't pay for e-*****
Rule 2: Leave room for upgrades; easier to add one component than replace them all
Despite the long rambling that probably won't be that useful, I've only scratched the surface and though some of it may sound foreign now, you'll pick up on it quickly enough. There's also a good chance I fudged a few numbers here and there because technology moves fast. Every time I have to upgrade I've gotta check stuff out. So keep in mind that whenever you start figuring it out, people who know roughly what they are doing are figuring it out as they go too. As soon as you really know something it will become obsolete.