Secret to your first build is simply patience.
Do it right and do it proper and it will all just fall into place.
I suppose the best thing you can do, is check how the CPU / Heatsink / Mobo all fit together and perhaps fitting the CPU & HeatSink onto the Mobo before oyu put the Mobo into the case would be adviseable.
You must remember to use the blanking plate on the case too, and wherever you have wires, consider keeping them out of the way, by way of cable ties or whatever, so that there is a nice flow of air going from the bottom/front up to the top/rear, and past the CPU / PC Cards.
Consider how the HD fits in, and whether it will get past any cards you have, and make sure that the CD / DVD Drives dont go so far back that they knock off a Capacitor from the Mobo.
Basically, as you are putting in each component, keep you eyes so oyu dont pull push or knock bits about that you dont want to.
Its all fairly easy once you get used to it.