Building your own computer has the following advantages:
1. You can assure it is future proof(that may be expensive though)
2. Each and every one of the components is fully supported by the OEM that made the part; driver support can be vastly superior to buying a brand name PC.
3. Maintaining the PC can be easier in the future, because you can chose the right components that are easier to reach into tight spaces.
Disadvantages:
1. It can take some intensive research to both find what you want and match the components together.
2. It can cost more than just buying a brand name OEM PC.(Brand names are heavily discounted right now)
3. Mistakes can be made if you skimp on research.
For me better part support and future proofing are the best reasons to build you own.
I always start with the case as that is what can become the biggest nightmare for completeing the build. Since you have multiple hard drives as a prerequisite; I'd pick a case that has easy access to drive compartments and in fact, they should be snap-in/out designs. This will make it easier to maintain a RAID environment. Remember that CPU cooling can become an important factor here as well.
You can't have enough power in this scenario, so having too much is better than not enough. Try to select one that is as close to the 80 PLUS gold standard as you can; these PSUs will go to reduced power management to save on energy if you are not maxing out the limit. I prefer modular PSUs because it is so much easier to build and maintain; cable management is much easier this way. I also notice the modular models tend to have more modern connectors in the provided parts.I also like the huge fans these units usually have - the diameter takes up the whole width of the PSU it seems. I've found these type of PSUs help tremendously with cooling the entire PC! Many of the sites online have power selection process tools, to help you determine just what power you will need. Keep future expansion in mind. They are MUCH quieter too!
It may be easier to look for bundle deals online that have these two components already matched for you. I would never buy at a local store because I've never liked the knowlege level of the sales techs at those places. One exception I've found is Micro Center - but then I don't like the parts selection there, so your mileage may vary. The reviews at Newegg, TigerDirect, and Amazon are priceless; so even if you don't buy from those sources, I'd pay close attention to the details about each and every component.
Since you need AutoCAD capability, I wouldn't scrimp on your graphics card or GPU specifications. I'm prejudiced toward ATI, but that is because I find digital design as well as HDTV entertainment to be both equally important. No way am I selecting a card or mobo without at least one HDMI port, and USB 3.0(mobo). I've been disappointed with Nvidia products for 7.1 audio capability. I'm sure many fanboys will disagree with me. I wouldn't go less than 1 Gb memory, and a fast bus speed on the motherboard to assure high bandwidth. You will probably find it confusing as to whether your prospective motherboard supports the new PCIe Express 3.0 standard - the last I checked I saw only one that mentioned it, and I think it took a UEFI configuration and possibly a firmware flash to the motherboard to enable it. Information may be easier to get now. This board was the ASUS SABERTOOTH Z77 TUF Series, that supported the latest Ivy Bridge i7 processors. I tend to lean toward ASUS but I also like EliteGroup, Gigabyte, and MSI, to name a few. Bios are obsolete, so UEFI is the new standard. These are much more configurable, and many can be adjusted on the fly now. You may need to assure the particular model of CPU you select can support virtual environments, this can be important for 3D AutoCAD work. I like AMD, but it seems like there is always something lacking in capability or motherboard features, for me to go that way now. Your graphics card/chip needs to support 3D as well.
I also try to pick the fastest motherboard for RAM speed, even if I select slower cheaper RAM to meet present budget requirements. So for future proofing, the motherboard is critical. Very advance mobos can be had for a very reasonable price, and you can always select a cheaper Sandybridge processor for now if that is a budget requirement. The good designs always support several generations of processor and RAM components. Be sure your RAM fits both the speed of the bus, and the support of the CPU. That is where it gets ticklish - but the specs are always listed in the buying guides on Newegg. Amazon is horrible as a place to match specification, but I'd still look at the reviews for a particular product, once you make a selection.
I know my next unit is probably going to have an SSD in it, of at least 32Gb, so the operating system and quite a few applications will fit in it, I tend to lean toward OCZ, but let the reviews be your guide. As far as hard drives, that is going to be a purely individual choice, because you may want 4 or 5 of them and budget may be critical. I like fast access speeds - the RPM and size mean less to me than that. The access speed can reveal the true design of the guts of the hard drive as much as anything else. Be carefull that your SATA port in the motherboard can take the highest speeds, and also several lower settings, if you decide to go slower. You may want to read up on what the pros and cons of hybrid designed drives are all about.
Right now I have old obsolete 500Gb drives that are very fast to scan or do anything I want for now; but I've worked on PCs from clients that had very fast 1.5 to 2 terabyte drives, and they only had a 5400RPM rating, so I think the geometery of the design is why such a slow spin could result is such high access speeds.
It doesn't hurt to see what kind of bundle deals Newegg or Tigerdirect have, not only because you can see how they match components as an example, but you can save on components that way too. Especially on RAM, as I'm sure you are going to want 6Gbs as a minimum there.Sometimes just bundling the CPU and mobo is far enough, but hopefully the RAM is included. At least matched sets of RAM are commonly on sale now.
I hope this gives you some kind of overview. I'm sure comments from others will get you closer to reality.
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