Some general information that might be helpful to you:
Intel's upper-end CPUs come in i3/i5/i7 variants. The i3 is 2 physical cores + 2 virtual cores, the i5 is 4 physical cores, and the i7 is 4 physical cores + 4 virtual cores. What this equates to is, i7 is the obvious choice for people who do a lot of CPU-heavy stuff such as rendering/encoding/number crunching. It's a waste of money for gaming, as games typically can only take advantage of 1-3 cores. The i3 does just fine for gaming in a majority of situations - Battlefield 3 is a notable exception, it's one of the few games that take advantage of more than 2 cores and sees a performance improvement moving to an i5 over an i3. The i5-3570 is a newer generation chip than the i5-2500k, which is newer than the i5-760. 3000 > 2000 > 1000.
With video cards, both companies (nVidia and AMD) are competitive. AMD's HD7xxx cards are a newer line than their HD6xxx, which are in turn newer than the HD5xxx's. A newer generation card isn't necessarily a faster card though - an older "flagship" card will typically beat a newer mid-range card. A good example is the HD6970 is in general a faster card than the HD7850, but only marginally. The HD7770 is slower than the HD5870. It's something you'll need to look at on a case-to-case basis but don't assume a newer generation is better. If you hit "bench" at the top of the main site you can find charts to compare cards.
I'm going to recommend vaguely that you build a system that contains the following:
1x Copy of Windows 7
Core i5 2xxx or 3xxx
1x AMD Radeon HD79xx or nVidia GTX6xx
At least 8GB total of DDR3 1600 (or better) ram, buy it in 4GB sticks. 4x4GB = 16 = happy camper
1x Solid State Drive (SSD) - super fast but small storage drive, you'll load Windows and your games on this
1x mechanical hard drive - slower but significantly larger storage, useful for keeping large amounts of movies and music which don't need to be accessed quickly
A power supply - for this system, I imagine 500w - 700w from a reputable company would be adequate, there have been several good ones linked in this thread
And of course a case. Throw in a cheap optical drive if you want. All of the miscellaneous other bits needed to assemble a computer should be included with the above parts.