I put together my Shuttle box on Friday night (as a result of which I felt completely trashed ready for a demanding Saturday at Workshop!)
Delighted with the result, no problems at all during the build. The Shuttle box is very well put together and comes with very good instructions for the build. Because of the small form factor everything has to be put together in the correct order! There are nice little touches like a cabling run for the CD drive cable.
I bought 512 Mb Crucial memory, a 120Gb Seagate drive, an AMD XP 2500 Barton, a black Sony CD-RW (looks nicer than beige with the metal box) and OEM Windows XP Home, all from ebuyer.
My only mistake was to buy the retail AMD chip with a fan. The Shuttle box has its own clever heatsink arrangement so I could have saved £8 and bought the OEM version.
Mine is a Shuttle SN41G2 which includes GeForce4 graphics onboard - I've tried playing HomeWorld so far which looks great. If I already possessed a recent graphics card I could have saved money with the SN45G which is also a more recent product I think.