You'll need to make sure that the memory modules you get are FBDIMMs and will need the appropriate heatsinks like the oem ones or you might have cooling issues.
Depending on what you're trying to go for more--more cores or more performance, higher ghz processors may be a better choice since the multi-core units are usually slower unless you get the higher powered x-series models.
And sata SSD shouldn't be an issue at all, but you will be limited on graphic cards to those that work correctly with the bios of the machine.
It depends on what you call a hassle. If you want a one-of-a-kind unique windows build that is still usable, this will be well worth the hassle. But if you want a machine that's going to fly and be less trouble, just getting an off-lease commercial desktop and adding the ssd and gpu will yield you a much faster system for less.