I´m planning on assembling my own desktop and I thought that this would be a good place to get tips on the sort of hardware I should get and the sorts of things I should be careful about when assembling a desktop. I´m looking forward to spending about 2000$-2500$ on this hypothetical desktop.

Well I don't know about Panama, but you should find the place for cheapest prices. I assembled a few PC here in Canada and the price difference between a crappy shop like FutureShop and buying parts on ncix.ca/directcanada/tigerdirect is like 40%. I can get a very high-end PC for 1000$ without monitors, no need to put 2500$ on it like 2 years ago.

As for selecting the pieces, I could throw you a list of piece I would buy, but it depend on the tastes.

You need to think if you want to have two video card (SLI/Crossfire). Personally I think the minor performance difference isn't worth the money, but some people like it. If you go for this route you can grab a gamer case with neons, then a massive 850W power supply, or an Antec TruePower trio 650W, but you are probably better just grabbing an normal silent case with pre-installed power supply like Antec Sonata III (500W) since that will be enough for a single high-end gfx card.

As for the motherboard I suggest you check Asus for quality or Gigabytes for nearly the same thing at a bit lower cost. Check for maximum FSB first, then for other specs like 5.1 sound, wifi, number of PCI-E slots, cooling.

Video card: I bought a bunch of GeForce 9800GTX and people told me after I would have been better with a Radeon 4850 for the same price. Now that 9800GTX+ and GTX 280 are out it's probably better if you have some money to spend for this.

Another thing you need to think about is if you are going to overclock or not. With a Core2, not overclocking is like a loss of power, it's designed to be overclocked. You can do like me, take the best price/quality cpu (for now a E8500 3.16ghz at 199$ seems fine), use the stock cooling and buy some 4GB PC2-6400 ram. This way you probably can go up to around 3.6 - 3.8ghz easily without any trouble. If you aim for higher, you can buy the best QuadCore, some cooler like "Thermalright ULTRA-120 Extreme 6 Heatpipe Cooler" and higher clocked ram (4GB PC2-8500) and try to get above 4ghz (in a quad core, which mean much more).

I think you can decide for you monitor/mouse/keyboard/dvd or blueray drive by yourself.

edit: opps forgot the hard drive. I would personally go for a "Western Digital Caviar SE16 640GB". I just want to tell you to check the seeking speed before the size, and I've heard this one is wayy faster than other 7200rpm drives. You could also want to buy two of the same drive, and put them in RAID mode for even faster speed (but less free space).