I started with my processor, I had an older i5-3450 (Ivy Bridge) from an HP small form factor business pc that would be the base of my whole build. I searched for a compatible motherboard and came up with an ASUS h61 from new egg for 60 bucks. Looking into cases it came down between a cooler master elite 130 or Antec ISK-600. I went with the Antec because it was a little smaller while still allowing an ATX psu, and Fry's had them on sale for 32 bucks, score!
All other components I had kicking around, I had an old 750w PSU which is way overkill for the build but works ok. Plenty of DDR 3 ram, ended up with 8gb in 2 slots. I used an old 400gb HDD, but will upgrade to an SSD soon. And I had an old GPU (GTX 460) that I was going to use to get me by, but found a killer deal on a GTX 950 for $119 new, so I had to pick that up instead.
Here is the case, the coffee cup is to give a scale, it is very small, and surprisingly does not weigh too much.

Being so small, it was actually not bad to work on at all. The extra PSU cables are a mess since this is not a modular PSU.

GTX 950, this case will actually support a Titan x if you wanted to.

Crappy HDD that sounds like it is dying,and you can see how the PSU is mounted. It draws air from slits in the front, and exhausts it though a grate when the panel is on.

The single case fan, the only other fans are the CPU cooler and the GPU

I know what you are thinking, this thing must cook! I thought I would have to modify the case or add fans, but in testing, the CPU never gets above 58c and the GPU maxes out at 68-70c!
This was a fun build that didn't set me back very much since I had plenty of the components on hand. Everything went smooth except for the CPU cooler, I thought I could use the one from the HP, but it would not work. I went to Fry's hoping to find something that would fit with the GPU sitting right next to the cooler. The one I ended up with clears fine, but the bracket that holds it to the motherboard almost touches the GPU, i had to use the small wiggle room in the GPU to push it to the side, and secure the screw to hold it there, it clears the bracket by about 2-3 mm!