haha what is with some of the suggestions?
I've ridden the valencia. my friend was interested in it so we went down to SF to check it out. the shop had the demo rides set up kinda jackass with a freewheel and one brake with risers that were too narrow. however, the frame rode nicely, felt like a typical steel frame, like an iro mark v that was a little more responsive.
i'd pass on the ck headset, i have a couple and the only reason i have them is because they came on the bikes i bought used. The cane creek S3 is nice and only around 50-60 bucks. if you're dead set on the color or the shape then chris king is kind of the only game for that (or the cane creek 110, but they're about the same price).
cranks are cranks, I haven't really found a difference between, say, my sugino messengers and my sugino 75s. I feel like the difference is negligible.
i'm personally not a fan of brooks saddles at all. i'm more of a rolls/regal/turbo guy
wheelset i'd honestly go with just formulas to rims of your choice. deep vs for your colors, kinlin x300s for lighter weight with the deep section, open pros for kind of the standard in clincher rims
stem and seatpost i usually just get what fits unless i find a deal used.
brakes i really don't know about. only dual pivots i've used are a sora on my fixed (which i don't use much so i've never paid much attention to its feel) and sram red on my road bike (which do feel better, but are also much more expensive)
one advantage of buying pre-built is that you'll get an idea of what works and what could be replaced. i think you'll find that a lot of parts don't need to be as fancy as you think.