I have built up several Air 9's (not for myself, of course :-) and they turn out being awesome bikes. I would highly recommend it. I have ridden several of the Niner bikes, and own an EMD, and they are always fantastic.
Getting the complete build for under $3000 might be a little bit of stretch, especially since you are trying to keep the weight off. We commonly build up the Niner bikes with Stans ZTR wheels, which are a nice price and great quality. As far as components, SRAM X9 will save you some cash and works amazingly, but not really considered "high end" anymore with the advent of 10 speed -- just depends what you are looking for. The fork will also eat up a lot when trying to keep it it under $3000, so a rigid carbon fork is a nice option to keep the weight off and cost down.