I would second buying the best frame you can afford for example full carbon. You can always upgrade (and trust me when you get the bug you will) parts on the bike, but if you have a good frame that fits, well that's the most expensive part.
If you are going down the Shimano gearing route look for "105" parts or "Ultegra" or "Dura Ace". These are the top three tier grade of bike components and will last well. (there's 5 or so different grades for road parts). Other brands like Scram and Campagnolo (found on Pinarello's) also have different grades of components so you will want to find out about them as well.