A few tips - generally, IDE devices should be OK, so that takes care of CDRom/CD Burner/DVD drive/hard drive.
Memory - no problem, not even with DDR ram.
Modem - best to use an external one - internal are the dreaded Winmodems which generally need Windows to work.
In fact, the probable problem bits of hardware are motherboards (some chipsets can cause difficulty) and Athlon CPUs (usually sorted using various workarounds - loads of people use it successfuly).
The best thing to do is post your proposed chosen hardware details and also check sites such as www.linuxhardware.org....
if you haven't already.