Well I will say that I cannot speak on m-ITX gaming rigs since ive never really had a desire to build 1 of those (I find it to be more of a hinderance since I have fat fingers). Also I prefer the big rigs because it allows for better airflow (imho). So since you're starting from scratch, we need an idea of your price range. Heres some ?s that come to mind:
CPU preference: Intel or AMD
Memory amount: 4gb, 8gb, 16gb, etc
Hard drive space: 1tb, etc
Motherboard preferences: spec memory bus speed, usb 2.0/3.0, etc
Video card: AMD or nVidia (are you planning on goin Crossfire/SLI)?
Power supply: 500 min wattage (based on 1 video card)
Case preferences: Any spec brand name & mid tower or full tower?
OS: Win7 Home Premium/ Pro/ Ultimate (security features is really the big difference between these 3 OS's)
Also do you have your own monitor & keyboard/mouse?
From what I have heard/seen, you cannot afford to get flexible on m-ITX builds due to space constriction (if someone can disprove this point, please feel free to give feedback). This is why I prefer big rigs; they always leave room for improvement/upgrades. If anyone has made an m-ITX gaming build, I would like you to post your thoughts about this topic so that skyrocket can be given more information toward making the best decision for his future build.
I have 2 suggestions tho: #1 is for the psu; go for a reliable name brand (based on both the feedback that you receive as well as the ratings on the site if they are available). We strongly recommend Newegg since they are absolutely well known for their customer service as well as the community giving feedback on the products that are sent to them. Also theres no other company I can think of that gives more free s&h offers for pc components than anyone else (please feel free to correct me on this tho if needed). Also look into the psu's warranty. Try & get somewhere between 3-5 years. I have a Corsair 650w psu & it comes w/ a 5 year warranty (which is the main reason I went after it).
#2 is to look for a video card that comes with a 3 or more year warranty. I prefer a video card that comes with a lifetime limited warranty (meaning that as long as you dont try to overclock it past what the video card can handle & burn out the video card, then ur good). Thats what I got with my last video card & ended up gettin heat issues which caused video lag or some issue after 3 years & had to send the card in to see what eVGA could do (never had to deal with this in the past). Needless to say, they more than took care of me. Within a week, they sent back a box w/ a refurbed newer card, GTS450 (which is what I currently use).