https://pcpartpicker.com/ is a pretty nice site to use. It will help you pick out parts, make sure that all the parts that you pick are compatible with each other, and keep you updated on which stores are offering free shipping, have price drops, or ready availability.
I usually buy my tower, cooling fan, and power supply first. Then, I'll get the mobo, thermal paste, and memory, the processor second to last, and whatever else I'll need to add to it later like SSD, DVD-Drive, mouse/keyboard, display, etc.