http://www.linuxquestions.org/hcl/ is probably a good source.
However that is a community page, so it's only as good as the contributions.
CPU and Motherboards are definitely going to work for at least the basic functions. The issues you may have would be with integrated NICs and Sound Cards, though in general Linux has a very broad range of support.
A good way to find out is to google the chipset itself for the motherboard or NIC and read up on the experiences that people have had with that particular chipset.
Memory won't have much to do with Linux, more to do with the motherboard itself, so as long as the Memory is on the Motherboards Qualified Vendors List, you shouldn't have any issues there.
For graphics cards, I would go with Nvidia as their Linux support is generally better than ATIs, however ATI is catching up pretty fast still.