Although money is not an issue, remember that if you buy the absolute top of the range bits (fastest available processor etc) you pay about 5x the price for like a 2% increase in speed. Whilst funding seems to be no object, I see no sense in literally throwing it down the drain

Any money you save by not blatantly wasting it, spend it on some nifty peripherals or something

Personally I've gone back to Intel after several years on AMD, and can certainly recommend the P4 HyperThreaded processors (Just after I bought mine they brought out the Extreme Edition line which are even nicer for gaming)
Aside from the fact it's nice not worrying about crushing the CPU die when you install the heatsink... heh
I'll base suggestions on what I built a month or two ago and love...
Thermaltake XaserIII case (big, heavy, lots of fans, brilliant to work on)
Abit IC7-MAX3 motherboard (or its more recent equivalent if there is one...)
Seagate Barracuda ATA-V SATA drive (160GB or whatever seems best)
Gainward FX5900 256MB card (I got the 128, but this was before I was into SL... SL is *very* reliant upon graphics memory, so the more the merrier)
Onboard sound and LAN are absolutely fine on the MAX3
1024MB (2x512) paired DDR400 RAM. Remember to get the stuff actually labelled as "Paired DDR", not just two different chips. (You might find DDR533 is the stuff to go for now... just check for compatibility with CPU and mobo)
Other cool things to add..
A DVD writer (+/- R/RW etc) (Plextors are good)
An internal card reader (seem to be becoming popular) - nice replacement for floppies and useful for cameras/MP3 devices etc.
One of the Logitech or Microsoft wireless optical keyboard/mouse sets. I got the Logitech Cordless Desktop MX... very nice indeed but the mouse (MX700) eats batteries and basically dies unless you remember to put it on charge before going to bed (not an easy thing to remember IMO!)
I've seen reviews of the latest Microsoft and Logitech sets, both look excellent and now operate as a bluetooth hub so you can use other bluetooth devices without getting a dongle.
That'd be about it! In the end I ended up spending about £2000 for a machine with the items I specced out, which would be near the price you're looking for in Euros I think.