Big PCs might look impressive, but there are plenty of arguments for building a tiny PC. Aside from being portable, lightweight, and taking up less space on your desk, many people simply don't have a use for all the expandability a mid or full tower offers. So how do you go about building the tiniest PC that still gives you all the power you need?
It all starts with having a small enough motherboard. The smallest commonly used form factor is called Mini-ITX, 
and although they're small, they typically pack a pair of RAM slots and one full-sized PCI Express slot, which is enough for a high-end gaming rig or a mid-tier editing rig, especially considering dual-GPU setups aren't that common anymore.
If you want to go even smaller than that, there is also a variant called Thin Mini-ITX that uses SO-DIMMs that lay flat. 
Those are the kind of RAM modules you find in laptops. 
Keep in mind though that these Thin Mini-ITX boards are mostly meant for those ultra-thin computers that look like big coasters,
so it can be hard to get models that support current-gen CPUs, and some of them don't even have PCI Express slots at all. So you might want to stick with plain Mini-ITX, unless you're fine with integrated graphics.
Once you've got your Mini-ITX board in your hot little hands you can start picking out other components, and the safest starting point is the case.
Mini-ITX cases come in a good number of sizes, and while the biggest ones support as many upgrades as larger form factors, most are more space-limited. So you'll have to think carefully about how much room you have for a CPU cooler, a graphics card, and any additional storage drives, as well as what kind of power supply it supports.
But wait, aren't all power supplies ATX? Turns out that ATX isn't the only kind of power supply out there, as you can buy an SFX power supply, which is significantly smaller.
Many of the smallest cases only support SFX power supplies. But it's actually quite easy to find SFX models up to around 850 watts, so don't worry too much about not having enough power. But do keep in mind that, like ATX, there can be variation among SFX power supplies as to their exact size, so be sure not to get one that's too big for your specific case. That's something that's more important the smaller the case you get.
Or maybe you just won't need one. Some very tiny cases might have a built-in PSU or even an external laptop-style power brick, 
more common in machines without dedicated graphics, though some small cases actually do power discrete GPUs in this manner.
Of course, powerful PCs, even tiny ones, produce lots of heat, so we'd be remiss if we didn't discuss CPU cooling. This is another area where you're going to want to be careful. Smaller cases, unsurprisingly, have limited clearance for CPU coolers and may not even have enough space for an all-in-one water cooler. The good news though is that there are plenty of low-profile coolers out there that offer better performance than stock coolers, and if you want water, low-profile closed-loop solutions do exist.
As far as cooling your other components, which could be packed in rather tightly, don't overthink it too much. Well-built modern ITX cases should provide adequate enough airflow to avoid throttling your system, unless you're really pushing it.
And with M.2 now a very common standard, you don't even have to cram a 2.5" SSD into your computer anymore, though most small cases will still let you do it without any problems. Once you've made a decision on the storage front, add your favorite RAM and you're more or less done. Just don't pair your new small PC with that giant combo printer you got on Black Friday. Kinda defeats the purpose.
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