I wouldn't reccomend bikesdirect.com from what you've described. It won't include the shop's service, and that's not just mechanical. They'll fit you on the bike, give you a professional tune-up (makes a bigger difference than Dura-Ace), and probably a discount on accessories.
A major problem with inexperienced people assembling a bike is not catching on to things that are wrong from fresh-out of the box. And do you have all the necessary tools? It's more than a screwdriver and hex wrenches.