Hard Drive - Segate or Western Digital. You may want to consider having a RAID i.e. you could buy 2 drives and have them striped to increase performance or mirrored so if one fails you won't lose your data.
DVD burner - Pioneer or LG. Mind you lots of people seem to like Lite-On on here which is really 'WTF?!'
Graphics card - Well depends how crazy your budget it lol. 8800 series are good cards but you are paying premium for DX10 compatibility which you have to consider a) there are no DX10 games on the market till fall b) you will need Windows Vista. Personally I would save myself a huge stack of cash and get an x1950 or similar now and grab a 8800 or two in 6 months time... but if you've got the cash to blow then who am I to stop you? Considered going SLI?
OS - Tough choice since if you got an 8800 then there's no point having XP, also XP will have trouble seeing that 4GB of RAM, however currently XP is the quicker OS and better of the two for gaming. Personally I'd dual boot...
Monitor - Yes/No?
And I don't understand why you would want 4GB of RAM in there... the difference between 2GB and 4GB is negible. If you want to see an increase in performance use the money towards your graphics card - get an SLI config. ^^