Balance is important; just ask anyone who has walked across a tightrope hundreds of feet in the air with nothing but a balance pole and massive cahones.
While an unbalanced gaming system won’t put your life (or cahones) on the line it will lead to a frustrating experience. With that in mind you should probably consider the following before building/upgrading your system:
Balance power
Having the latest high-end dual GPU is pointless if you’re using a low-end Celeron processor. Similarly you’ll probably experience performance lag if you’re still trying to get by with an Nvidia GT210 despite your Intel Core i7 3960X processor.
While these are extreme examples, many gamers have unbalanced systems where one or two components hopelessly outshine the others, and bottlenecks occur causing frustrating lag. A big part of this is hardware reviews where a graphics card or CPU are tested in a high-end system, and produce excellent scores. Gamers then go out and buy the GPU/CPU and install it at home, and are disappointed with the results not being up to par.
Another reason for this is the placebo effect. Gamers can tell that their games are running smoother after they installed the new component, though this is often not the case. Loading up a real-time frame rate display such as Fraps will bring many gamers down to earth, as will gaming on a truly smooth system.
Balance doesn’t mean you can’t plan ahead
With all the above said, there will be times when your new system will have a component that is vastly more powerful than the rest, typically when you’re upgrading on a budget.
Say your budget covers everything you want. A high-end CPU, graphics card and RAM set are all in your PC, but that’s where the fun stops. You need a motherboard but only have enough to buy a pie and coke. You’ll typically go out and buy the cheapest motherboard from a low-tier manufacturer that’s compatible with all your hardware and wait till payday to upgrade.
The other common solution is upgrading to a whole new system but still using an old graphics card until funds become available for a new one.
These are actually smart ways of upgrading and will net you greater performance and device lifespan if you plan accordingly and stick to the plan (within reason, specials do come up at inappropriate times).

Your AMD HD 6xxx series or Nvidia Geforce 500 series GPU still has legs (Pictured: HD6970 PCB courtesy of ixbt.com)
Balanced audio
Power isn’t the only thing you need to worry about in your system. Audio is notorious for catching gamers out, particularly when buying higher-end components. Buying a high-end Asus Xonar sound card is fine and well when you have a pair of SteelSeries Siberia V2 headphones that connect to a PC via 3.5mm jacks.
But what about when you want to upgrade to a Razer Megalodon or a Logitech G35? These headphones will make use of their own audio processing capabilities and since they connect via USB, the sound card is wasted. The same thing goes for the cards with 6.3mm jacks (like the Asus Xonar Xense) that require a good 3.5mm to 6.3mm jack converter to use with regular gaming headphones.
Balanced peripherals versus system power
No amount of money spent on gaming peripherals is going to reduce your in-game lag. I feel like tattooing this on foreheads nearly every time I go to a large LAN. There are invariably gamers who have shelled out thousands for a Razer Mamba and Logitech G19, and are dealing with a system that has 4GBs of RAM and an AMD 4670 graphics card.
Paying a small fortune for the peripherals you want is a good idea; they’ll typically outlast the rest of your PC components (unless gamer rage grips you after a particularly bad kill confirmed match in Modern Warfare 3). However, no peripheral will reduce lag, and lag will ruin your gaming far more than the high-end peripherals will make it better.
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