Most of the ones I've seen include a processor, MB, case, power supply, sometimes a floppy - not so much nowadays...
Sometimes you'll find good deals - note that these are usually MB's that are quite outdated... slower memory, slower AGP port.. they only do this to get rid of their old stock...
I've bought all my stuff from NewEgg.net - great prices!!!!! For my cab, I found a MB / Processor combo for $89. It's a biostar MB with a 1.8 Celeron. The memory bus is only at 266, and the AGP port is a 4x. No SATA - just IDE. I already had an extra HD + PS + RAM sitting around, so for me it was pretty cheap. In the end, I probably saved around $2-300.
Am I disappointed in performance? Not at all - I haven't tried any of the CHD's yet though...