Memory and hard disks are pretty generic. You can go and pick one up from anywhere provided it's the right speed/connector (ie, SATA for HDD, and right bus speed for Ram).
Video cards, I don't know where we stand with the new Intel macs, but for PPC macs, the cards feature(d) a different BIOS to that of an off-the-shelf x86 card. I had to sell some of my internal organs to buy the 9800Pro that's sat in my PowerMac G4, just because it had to be the specific Mac card... but you can survive without a liver, right?
With older generations of cards, there used to be the ability of installing it in a Windows box, flashing the BIOS, then dumping it into a Mac (though the cards were often inferior to the Mac specific models, due to lower GPU caches and various other small-bottlenecks).
With people running hacked-up versions of OS X on standard Intel and AMD hardware, which must naturally be accompanied by standard video cards (on intel's on board chips, as featured in the Macbook and Mac Mini) I'd say there's a chance that some, not all, off-the-shelf cards may work in the new Intel Macs, however wouldn't put money on it.