Some quick notes:
- For gearing, get a compact double crankset (34/50) and a wide-range cassette in the back (11-25, 12-27 or the like).
- Shimano 105, SRAM Rival, or Campag Veloce/Centaur will be more than enough for you at this stage: built well, shift well, relatively light.
- For wheels, look at strong but still relatively light. Mavic Aksium Race wheels are built like tanks, but spin nicely and don't weigh a ton.
- TEST RIDE A TON OF BIKES! This is where the local bike shop (LBS) comes in handy.
Regarding BikesDirect: many of their bikes are based on older Fuji designs, so you can test similar bikes to the Motobecane/Bottecchia USA/Mercier stuff that BD offers at many LBS, at Performance Bike shops, and such.
Brands that pack a lot of bang for the buck: Felt, Fuji, Jamis and Iron Horse are carried by quite a few local retailers, and tend to offer a lot for the money. I have a Jamis Eclipse (my backup road bike) that has a high quality Reynolds 853 steel and carbon fiber frame, and rides like silk. The Fuji Roubaix series is light and fast, and the Team carbon frames are really great. Felt's wares are loved by triathletes and folks who know a bargain. And Iron Horse's bikes are well-made.
Motobecane (from BikesDirect, not to be confused with the French brand of the same name) makes some great bikes, too. The previously mentioned Le Champion is a great frame: Kinesis aluminum, nice components, etc. The only thing you lose out on is buying from a local shop: you have to do the build (or pay the LBS to do so), etc. Like I said: if you can find a place that sells Fuji bikes, you can test ride something similar (try a Roubaix for a similar geometry and feel).
BikesDirect's prices are crazy low, and they really load their bikes with great components. The tradeoff is that their frames tend to be somewhat nondescript: basic aluminum, dated carbon, etc. I've tried their Le Champion, Century, and Immortal frames (all aluminum, aluminum with carbon stays, and full carbon, respectively), and they ride just fine, if not with any distinct qualities (think Honda Civic versus an Audi A3). There are a lot of serious cyclists who purchase bikes from BD simply for the components, which they strip off the BD bike and install on a more boutique frame from Cervélo, Merlin, Litespeed, Ritchey, et al (in other words: BD puts great stuff on their frames).
But I'd steer toward going with a LBS with some good testing and fitting, as this is your first real road bike. Once you know your preferred geometry and setup, going mail-order is a bit less risky (I went mail-order with both the Jamis, via eBay, and my Pedal Force ZX3, which was bought as a frame direct from the manufacturer). But at this point, support the local shops, audition lots of bikes, and look for good deals on 2007 models.
You might want to trawl the Road Cycling area
at BikeForums for info. They can be a bit crazy there (as rabid about cycling as Bears are about skiing), but you'll find lots of good info. Good luck!