Bikes start with a frameset. After that, your gearing is the next major step. These are parts like your shifter/brakes, crankset, front & rear derailleurs and chain. Gearing also called your groupset, comes from Shimano, SRAM or Campagnolo companies. There are different levels of performance with each company that correspond to the price of the bike you are create. Performance of the more expensive kits is worth the money.
For wheel choices there are 4 or 5 really good brands to choose from like Vision, FSA, Reynolds, ENVE, and Blueprint.
There are other options to think about as well, like handlebars and bar tape, your saddle (comfy, sporty or race hard), the pedals you want to use and your technology components like a Garmin computer or powermeter to measure your power output while riding.