Things to consider are that when you buy a new bike it is a mix of different components, which are then packaged together and you receive a discount on the sum of the parts. This means that different manufacturers attempt to save money by using cheaper items for certain pieces of the overall puzzle.
The major headline items are the frame, gear system, brakes and wheels - everything else is (relatively) cheaper. So consider the things that are easy to change when you feel like upgrading. It's trivial to change the wheels, it's harder to change the brakes, harder still the gears and a new frame means a total rebuild.
So that's the priority when considering a bike.
- Make sure the frame fits well - ideally it will be perfect, but different uses require different frame sizes/geometries (time trials, road racing, training, commuting, leisure rides) so perfection means different bikes.
- Choose the gearings and brakes - you don't want to get into a huge Shimano vs. Campag Vs SRAM debate, though - frankly they're all much of a muchness unless you know a lot more than I do
- Wheels are supremely important, but also easier to change. Deeper rims are faster, having fewer spokes is generally faster, lighter is better. And you can spend as much on a pair of wheels as a second hand car.
- Everything else is a bonus and easier still to change (saddles, handle bars, cranks, etc.)
At each stage spend as much money as you feel you can, you will always be able to spend more. But ultimately for a new machine it isn't worth building your own, you will get a better deal buying it whole and complete, but you should purchase with half an eye on what bits they've skimped on and which you can upgrade down the line.