Connor Yamada shares the experience of building a quadcopter around a 250 Class Kim250 Pro FPV frame. The post includes some great photos, and also tips for identifying parts, pieces, and steps along the way.
Full disclosure: many of the parts I chose were based on looks, price, and HobbyKing ratings. With that in mind, there are many, many different options when it comes to buying quadcopter parts. My advice would be to either follow a build guide from someone with more experience, or to spend some time doing your own research to figure out what parts are right for your build.