I personally prefer Western Digital hard drives. IMPO, they surpass Maxtor and others in quality and reliability.
Asus and MSI both make some good motherboards, and there are other companies out there. Many people will tell you to go with Intel and many will tell you to go with AMD - ultimately the choice is yours. Though I agree that AMD gives you good prices for good performance, I personally prefer to fork over the extra bucks for an Intel for better performance. Now I don't want to get into the age old AMD v Intel debate here - this is just my personal taste - everyone is different and will give you their opinion.
When it comes to video cards right now, though Nvidia FX cards are great, I would recommend the ATI 9800 - best all around video card available.
Sound card wise I would recommend a Creative Audigy 2 Platinum card. CD and DVD roms are all the same to me, so I get the cheapest generic brands because I don't really care - BUT normally the cheaper kinds perform at lower speeds than they claim to, so be careful on that.
If you don't have to upgrade right now, I suggest waiting for a few months until all the new gen hardware is released. Motherboards with new and faster PCI slots will be out and AGP may soon be a thing of the past. Intel will be releasing their new processors soon which will bring another battle between the big chip makers and flash memory will get big as well. There will be new types of RAM that will essentially be twice as fast as the current DDR RAM and so much more.
I'm going to be buying an update in a few months (December). I'm going to buy a P4 2.8C processor (hyperthreading, 800mhz FSB, etc). DDR 3700 (500) ram 2 x 512 from Giel. MSI 865 mobo or Asus, haven't decided yet. WD JB series HDD. And for now that's it, I'll stick with the rest of my junk until I need to upgrade further.