I can personally vouch for the Cooler Master NR200. Its super nice to build in and very versatile with PSU and GPU configuration.

The version I built for a friend had a 5600x with a Noctua NH-U9S and a 6700xt and absolutely zero issues with cooling.

Other than that, same thing others are saying, start with the case and power supply and then work backwards.

I've been running ITX gaming builds for years, they work great and I don't use expansion ports anyways.

My advice would be choose the case you want first. Bigger ITX cases will take standard components easily (with some limits on GPU length), but if you want Very Small and Mighty (e.g. DanCase, Fractal Design Terra), component choice becomes very important. You'll need to consider cpu, gpu, and cooling clearances.

It's like PC building on moderately hard mode, it's a little more difficult but the results are worth it!

I have a A4H2O that has a 5800X3D, 3080 Ti, 6TB NVMe, and 64gb of RAM. It's fantastic for everything I throw at it. CPU cooling is always a challenge.

My rig inside my sturdy ncase M1 has been serving me well for 5 years. It features a full size GPU (gotta precisely check the size) and water cooling. Also two 2,5 inch drives SSD/ HDD and an M2 stick. 16 GB RAM Intel i5 on an Asus MB. Also it has 2 big and one small fan. Never had any overheating issues.

It fits into a large backpack. Also goes well in a suitcase. Going by car, PC, monitor plus peripherals fit into a collapsible crate.

Tbh it has not traveled as much, since even though it is portable, it’s annoying to unplug everything. It sits on my desk, which is nice for removing the cables. Also for height-adjustable desks.

you can get a really small RTX 3060 or even 3060ti, plus bequiet makes a low profile cooler that sits flat like the stock amd one. i would probably go with a Ryzen 5000-something (whatever you want to spend) in a b550 motherboard or something similar. and of course m.2 drives. don't even think about SATA.

Start with the case, pick one or a few you like the look of, then look up builds on pcpartpicker and/or youtube.

Optimum Tech has a good roundup video of the good SFF cases that exist, and has reviews for each of them, as well.

I'm assuming you want to air-cool, IMO water cooling tiny cases is just a pain, but it can be necessary to fit the rad sizes required for hotter CPUs.

From there, pick the gpu next, look up what the max size of the GPU is for the case, and pick the best card that still fits. If you can't find something you like, find another case.

Pick a motherboard, this is easy, any itx will work. Make sure it has an M.2 slot and grab one of those for storage. If you need multiple terabytes, 2.5" sata ssds or even hdds are worth considering, if on a budget.

After that, pick the CPU cooler and CPU together, making sure the cooler can fit by checking the max height. Deliberately going for a low TDP chip here will let you get away with a low profile cooler without having to push the fans into loud rpms. Noctua has a handy lookup table where you can view which chips can be effectively kept in check by which coolers, and how well.

Last, figure out your system wattage and pick an SFX power supply. Watch out here, some cases require you to use a "smaller" SFX psu, as their lengths can vary.

My 2 cents on cases: you really need to check the sizes of your gpu, psu (if non is built into the case, then check the wattage) and cpu cooler. I've built 3 mini itx builds so far. one in a custom case, one in a fractal design core 500 (pretty large, but fits 2 3.5" and a 5.25", large GPU and ATX PSU. That's my homeserver sitting under the desk) and one in a NZXT H1 v2 (v1 had issues with the riser). The latter is very thought through, building in it was straight forward and easy.

Check the reddit sub https://old.reddit.com/r/sffpc/