Assembling from a frameset is highly personal.
Are you a perfectionist? = make it all match, ie Suntour, ShimaNo, or (most excellent) Campy.
Are you on a budget? = throw it together and upgrade when you find bargains.
Are you just wanting a nice bike to ride? Put together what you want based on need, ie mountains, hills flats.

Want modern components? = that's doable as well. But with a couple of caveats.

About the only thing that's a No Go is disc brakes on an older frame.
The world is your oyster.