The big 3 headaches for me, in ascending order, would be: 1 installing the head set cups. 2 chasing the bottom bracket shell (making sure the sides are absolutely true) and 3 building wheels. The first two require special tools that just aren't cost effective for the average cyclist to invest in. The 3rd is simply an art as well as a science I don't have the time to master.
That said; why not take your frame and fork to the LBS tell them that you really want to build your bike but lack the tools/experience to install your head set cups and bottom bracket. If they're cool they will respect you as an enthusiast and help you out for a fair labor charge. If they throw a bunch of attitude and insist that the only possible way to go about it is to bring the whole shebang in, go somewhere else. Like Sydney said, it aint rocket science.
I built my first bike last year and had a blast. Webcylery sent the frame (with the fork installed - but not cut! - and the bottom bracket installed.) and built the wheels for me. I was able to put the rest of it together and had a ball doing it. I did have to buy a beginners tool set, but you sound like the kind of guy who is going to need one anyway.
I think cutting your fork's steerer tube to size and inserting the star nut will be the only other really tricky part. First of all, you can't judge how long you'll need it until you have the wheels and saddle installed. Then you can better judge how high the stem will have to ride and thus, how many, if any spacers you'll need. The steerer tube should be cut (absolutely square) about an eighth of an inch below the top of the stem clamp, in order to allow clearance for tourqing the head set bearings. There are special tools for inserting that star nut. I managed without one. But like many improvisations, I couldn't necessarily recomend the procedure to others.
I've gone on too long. You get the idea. There are lots of people who will help you out... and a couple who will give you that ol' LBS attitude. But you can do it. You'll have to take your time. But relax and enjoy the build... then the ride.
All the best. DanO