I think I know what your doing.
You want to buy a little at a time, so you can spread the expense over a period of paychecks/time. It makes it a bit challenging but not a big problem, it's going to take a little planning and patience, I think the hardest part would be actually sitting there for 2 weeks looking at your case, wishing something was in it or a motherboard without a video card.
Keep in mind, pc parts lose value very quickly with some notable exceptions.
Cases and PSU prices stay pretty constant.
Memory/Mobo/Cpu's constantly flux as new hardware pushes older hardware prices down and they usually get cheaperr. So you should buy that last with the intent to use it almost immediately.
If you have an old computer that you can canibilize parts off of, its much easier to do as it could mean you could start using the new pc before you get all your new parts, by recyclying the drives, media, the video card, pci cards, etc.
You can easily start with finding a $50 case you like, and a quality PSU. Corsair, Antec, Seasonic, etc. AT least 500 watts, 650 probably better, since your going to be a power user. Do not buy a cheap $20 case. Spend at least $40, NZXT and ANTEC and Cooler Master all have decent mid towers that start in that range. (and a bunch of others, but Antec and NZXT are my favorites for their value)
One thing, before you buy that PSU, you need to decide if your going with one video card or two and factor that in.
Without knowing your budget, it's difficult to give real suggestions, but from the little you've said, you'll probably be happier looking at i5 platform to get the most performance from WoW and compiling code, its more expensive than an AMD platform chip, but considering your gaming preferences and other factors, it's probably the best bet, but then again, it depends on if your spending $600 or $1600
I will be taking a long time building this comp and getting the parts I need because I want to know exactly why things are good or not..
Read both these guides then. You'll glean very valuable information from both.