Ahh, the euphoric feeling you get from hitting the power button for the first time after assembling a rig and seeing it fire right up. Even old vets get a tinge of exhilaration (and relief) at seeing the POST screen appear, representing the culmination of careful research and planning combined with careful construction. It doesn't matter how easy the process comes, or whether it's your first or thirty-first build, the machine is your creation, built to specification by you.
And then it hits you; what do you do next? You've farted around the desktop, delighted in the crazy quick boot time (which you know will deteriorate with each new app install), demolished The Murph's Frets on Fire score, and of course posted a few pics on Maximum PC's forum. That new PC feeling has started to wear off, but wait, you've only touched the surface of the building experience. It's time to benchmark!
Enthusiasts benchmark their PCs for a variety of reasons, the least of which pertains to bragging rights. While posting an ultra low Super Pi time may seem like the swank thing to do on a computer forum, I can assure you that in the real world, it's not going to impress that Sally you've been eyeballing and getting up the nerve to talk to. Instead, benchmarking should be used as a tool in fine tuning your custom rig. There are all kinds of changes and tweaks you can make, such as playing with your RAM's latencies, altering your swap file, setting up a defrag schedule, overclocking, and the list goes on. But to gauge what kind of dividends your efforts are paying off, and whether you're actually helping performance or hurting it, you need to run benchmarks and compare the results. In the end, you may not net a noticeable performance boost from where you started, but you will revel in the knowledge that you've optimized your PC to run at its full potential, which, depending on how well you did, could stave off the upgrade bug later on down the road when your new parts begin to show signs of aging.
Now that you're convinced that benchmarking can be useful and not simply obnoxious, which ones should you run? Here are some recommendations:
Futuremark's 3DMark series continues to be a popular benchmark, geared mainly towards gauging your videcoard's performance. 3DMark06 does take into consideration your processor's abilities as well, but by and large, the focus here is on the GPU. It's a free download, though there's also a full version that will set you back $20 if you're interested in the additional test and configuration options.