Hi,
I think the first step should be to make a precise inventory of what you have and what you need.
You say you have "frame, wheels, handle bars and 9 speed Shimano shifters". Maybe you have more parts than you think! Do you have a fork? Is that fork attached to the frame with a headset? Do you have a stem to attach the fork to the handlebars? Do you have a bottom bracket installed in the frame or is the bottom bracket shell empty?
About those shifters, is the left shifter designed for a double crankset (two chainrings), a triple, or is it compatible with both? Find the model number of your shifters, usually under the hoods.
About those wheels - are they true and do the bearings rotate smoothly? Is there a freehub body attached to the rear hub? Do you have rim tape? Tubes? Tires?
Then you can make a list of all the components you need - including all those I mentionned above, plus a crankset, pedals, a cassette, a chain, a front and a rear derailleur, a pair of brakes... Cables and cable housings for both brakes and shifters... Add a seatpost and a saddle, and you're getting there.
I would stay with Shimano for the derailleurs and cassette. As for brakes, all road brakes should be compatible. Tektro has some affordable, powerful dual-pivot brakes like the R530.
I suggest you make a list of what you have and what you need - every single component, and post it here.
Then, determine your budget for this build. You can do it on the cheap if you wish, and you'll still have a good bike. It seems that you have all the big-$ items (frame, wheels, shifters) - the only expensive component left is the fork, if you don't have one already...