$30 bottom brackets are pretty good, I forget the model #'s but the 105-level shimanos are really high quality. IRO wheelsets are about as cheap as they come and are really good quality. You might want to splurge on cranks/pedals, and no-name cogs and lockrings are for suckas, but everything else just go with what gets you riding.
What IS worth the money, especially for a mid-grade BB and headset, is having the frame fully faced and chased. You need to find a good shop for this, not some corner-store clowns, but what they will do is clean all the threads and mill the faces of the BB shell, head tube, and fork. None of this stuff will be flat, clean, or parallel from the factory, which is bad news since BB/H-set bearings all ride on surfaces that are supposed to rest flush against these surfaces. It's going to cost you a little bit of money; I'm not sure how much they will charge, but it's no more than an hour of labor. However, it's easiest when the bike is new so there are no parts to strip and no grunge to clean, and it's an investment both in your bike and in every headset and BB you ever put on it.