Well, I personally would go for an AMD processor, since you tend to get more speed for the money. Their only drawback is that if the heatsink comes off you're stuffed, since the things die immediately.

I'd get a Shuttle SN45, which is the one with the 400MHz FSB, and put an XP3200 in it, along with two 512MB PC3200 DIMMS. The SN45 is based on the Nvidia Nforce2 Ultra 400 chipset, which bank-interleaves the ram for higher throughput. Put an ATI Radeon 9800 in it, along with your 250GB drive and a DVD/CDRW drive, and you've got a small, portable box that will make a damn fast games machine as well as do pretty much anything else you'd require. My games box is basically this setup, only slightly lower spec as it's older.

You can't put any of the high-end Nvidia card in a shuttle box, as they have the HUGE fan on the wrong side. The shuttles have the AGP slot on the side nearest the case lid, so the fan overhangs the case.

You can get the shuttle carry bag as well, to make the thing completely portable. In fact, I have the one here I was going to let you have, which I forgot to bring up with me. I'll bring it next time

The best place to get the shuttle from is probably here . They have pretty good prices on most other things as well.

pca
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Experience is what you get just after it would have helped...