Ouch, yeah I forgot about just how dire the markups are for Brasil. Obrigado for the reminder and insight into the PC scene there.
Ok, so assuming this range of options is both sufficient to be adequate for the other PC purposes (even a fairly low end i5 or Ryzen 5 is still VERY powerful for general use) and that your primary reason for getting something is to be able to game adequately for a good period of time, I think focusing on GPU will pay the biggest return, within reason.
Looking at your prices, an i5 8400, 9400F, and Ryzen 5 2600 are the best bets to keep budget sane. Intel 6C/6T, better gaming performance. AMD 6C/12T, better multitasking performance and may possibly age better (eg; Intel i5 2500k vs i7 2600k, 4C/4T vs 4C/8T, the i7 indeed aged better with modern games and is even still viable today with a good OC. A 4.8Ghz 2600k paired with a 2070 is a pretty stout combo lol). Let's choose i5-8400, it's probably 1% slower than 9400F, but instead of disabled iGPU, it has one, which can be handy should you be without a GPU for a time, or if you want to perhaps sell your system without the dGPU and rebuild to something else in the future. It just gives you more options in that way.
As it is not overclockable, you can pair it with a B-series motherboard and not miss out. Only reason to go Z370/390 is for unlocked overclocking and high end features and construction. But for stock clocks, any respectable brand B series will be ok. On the subject of overclocking and damage, even though it will not apply here, unless you go bananas with voltage, it's extremely safe. I have built many many thousands of PCs since the 1980s, and haven't seen a CPU die from OC since the Athlon XP days.
For cooling, absolutely go with a CM 212 if it isn't very expensive. It will make for a very very quiet combo with the i5. Stock Intel HSF are just fairly poor, and can ramp up and become noisy when ambient temps are high and/or high CPU load. Of course here, that's a $25-$30 part. If it's out of control there, then you could compromise. Note, look up the Cooler Master 212+ Evo to get a good idea of what it looks like and the overall aspects of it. There are now countless clones of it, and one of those may be more affordable in your stores. They all perform fairly similarly.
Memory, it hurts to see how bad that pricing is, as 3000/3200 are definitely the sweet spot for performance with both Intel and AMD's current offerings, but if the $30 difference between 2666 and 3000 is a serious hit to the budget, then 2666 will be adequate. You may have luck using a higher XMP profile to at least 2800 speed (I am running 4000Mhz on 3777Mhz Spec myself).
Given the prices you are showing on GPUs, the 10xx are definitely not an option that makes any sense. We have a plentiful and solid second-hand market here (I particularly like our FS/FT section where we have many trusted members selling solid products) and the 10xx $ for $ here is often an outstanding deal. But those prices you listed, no, the new RTX is hands down the better deal, all the more so with new sealed product, no wear on the fan motors, game coupons, etc. Building from this direction down, you now need to look at what you have in the budget to work with.
RTX 2060 is faster than 1070, but is not really very effective at running RTX features in the games released so far. 6GB in the face of new 9th gen consoles hitting streets next year (thus, all new PC gaming ports often aimed at console specs, and these will have likely 10-12GB available for VRAM) means that I wouldn't put it at the top of my list for a PC that would hold up really well for 3-4 years. I expect that 2060 will look really good through 2019 and 2020, then start to buckle a bit in 2021 when games start loading up texture detail in crossgen stuff aimed at PS5/etc. Dropping settings of course can mitigate this to one degree or another.
RTX 2070 doesn't make a lot of sense to me. It's way more expensive than 2060, but not very much faster. The 8GB is better, but again, may not even begin to really pay off for about two years.
RTX 2080 if you can swing it is probably the best option. It is about 1080ti performance, but with the plusses of extra features on the gamble that they eventually pay off in ways we haven't seen yet, but with the slight negative of 8GB vs 11GB VRAM. On average though I think 2080 and 1080ti will age about the same.
RTX 2080ti is simply absurdly priced. I couldn't honestly recommend one unless money literally had no meaning to you.
So I think the choice is 2060 or 2080. For 4K, the 2080 will offer far more satisfaction for sure. You'll just have to weigh it yourself and decide if the massive price difference is worth it. If you have access to a 1440p monitor (particularly one with good Freesync or Gysnc support), it would probably give a much better experience. Locking 4K/60fps is a tough ask for all GPUs, and it can be a jittery/torn frame mess if you don't keep your minimums up well. Variable refresh displays maintain smooth performance even with uneven framerates, and when hitting the 75-144hz range look absolutely amazing in person compared to 60 or 30. If you do just match one of these cards with a 4K/60 TV, then DEFINITELY become an expert on tuning settings for each game.
In general :
Anisotropic filtering / AF, can be maxed out with no problems or significant performance hit.
Textures can be maxed out with no problems or significant performance hit UNLESS you exceed VRAM limits. Then things plummet and hitch/stutter like crazy. Most games won't have problems with this yet of course.
Shadows, this is an area which can offer substantial performance differences at each stage between low and ultra/max. I often notch this back to medium or high if it means I can maintain a higher or more stable framerate, and to me it's much less noticeable than dropping textures, resolution, or lighting.
Lighting. This is an area which can be extremely variable, but it's more noticeable to drop compared to Shadows for sure. Case by case basic depending on how you think the changes look in person vs the performance change.
Ambient Occlusion / AO, eg HBAO/HBAO+. Generally results in a much better experience, though you can swap through the settings to decide for yourself. Can definitely bring a performance gap.
Antialiasing / AA, eg TAA, FXAA, MSAA, etc. This can have moderate to extreme performance hits. I notice this much much less on high refresh/high resolution displays as compared to the old 1080p/1200p days. I also personally very much dislike overly blurry forms of AA, so I often simply run AA disabled for the combination of extremely sharp image and maximum performance, even at the cost of some aliasing on edges. It's a case by case basis, and this is one of the most 'eye of the beholder' settings to look at. Some people really want aggressive and often blurry AA even at some hard performance drops, some people want the sharper look and higher performance, even with some jaggy aliasing on some edges at times. AA type, forced in driver vs in-game, which engine a game is using, developer implementation of the setting, patches that later offer more/fixed AA, all of this is VERY game-by-game (admittedly a part of why I simply run without it much of the time, it can be pretty time consuming to figure out the best option for every game, I just got to the point where 9 out of 10 times I didn't like the results either for the blur or the performance drop or both, and am not bothered by a bit of aliasing). Only you can decide what looks/feels like the best compromise here.
Thanks a lot, again!
I found a store which is reasonably cheaper but not everything is available. They have a physical store here in São Paulo that I may visit Saturday (so I do not have to buy it online) and they build the computer themselves. This here would be a high-end configuration:
Core i9-9900K
Zero K Z2 PCYes cooler
Asus Z390-Plus motherboard
32 GB DDR4 3000 MHz Corsair Vengeance
Gigabyte GeForce RTX 2080 Gaming OC 8 GB
480 GB SATA III SSD Kingston A400
3 TB SATA III HD Segate Barracuda 7200 RPM
PSU Corsair 750W real
Gamemax Infinit M908 case
US$ 3,200
Now this one here is far more affordable:
Core i5-8400
Zero K Z2 PCYes cooler
Gigabyte B360M Gaming motherboard
32 GB DDR4 3000 MHz Corsair Vengeance
Gigabyte GeForce RTX 2060 6 GB Mini ITX OC
480 GB SATA III SSD Kingston A400
3 TB SATA III HD Segate Barracuda 7200 RPM
PSU Gigabyte 650W Bronze 80 Plus
Gamemax Infinit M908 case
US$ 1,675
These prices are not out of this world considering the range here in Brazil. I can, of course, change the configuration as I like, but there are not too many options.
Processor
The Intel ones:
Core i5-8400, US$ 270
Core i5-8500, US$ 368
Core i5-8600K, US$ 372
Core i5-9600K, US$ 372
Core i7-8700, US$ 482
Core i7-8700K, US$ 616
Core i7-9700K, US$ 639
Core i9-9900K, US$ 810
As for AMD:
Ryzen 5 2600: US$ 269
Ryzen 7 1800X: US$ 332
Ryzen 7 2700: US$ 434
Not too many options for AMD Ryzen in this store. The Intel processors worth taking a look seem to be (I guess) the i5-8400, the i5-9600K, the i7-8700, the i7-9700K, and the i9-9900K.
Cooler
I could not find a Cooler Master 212 Evo for sale here in Brazil. Nowhere to be found. There is a Cooler Master H411R which I found for sale, for some US$ 39. I am not sure whether this cooler I mentioned is good or not, it has a 600-1200 RPM speed, and 14-23.8 dB noise level, and costs US$ 20 only. Not too many options here.
I wonder if this cooler would be OK even for a faster processor which could be overclocked such as the i5-9600K or the i9-9900K.
Motherboard
You mentioned that high-end motherboards may have high-end features. What those would be? Intel Optane support, for instance, and is it worth it? Does every 1151 motherboard support boot via a PCI-E SSD, for instance? What would a Z390 motherboard deliver that a B360M won't?
Would there be a performance hit in choosing a better processor (such as a 9th gen K-one) and a B360M motherboard?
I came across some motherboards I never heard of before, such as Z270, DQ670W, TB250, B250, B150, and so on. There are some cheap models, and I am not really sure what to look at.
I can buy a better motherboard if that is the case, but I do not think it makes sense to buy a motherboard that costs almost the same as the processor itself. Or does it?
Memory
This 32 GB 3000 MHz Corsair Vengeance RAM kit is really a bargain here, for US$ 354. The 16 GB set for the same memory is selling for 210. A 16 GB 2666 MHz kit sells for US$ 185. So I suppose that I do not really need 32 GB, but that would be sweet and it may be worth it.
Video card
That is the expensive part. Not too many options in this store.
Galax GeForce RTX 2080 Ti 11GB OC, US$ 1,743
Gigabyte GeForce RTX 2080 Gaming OC 8GB, US$ 1,355
Asus GeForce RTX 2070 Dual OC 8GB, US$ 890
Galax GeForce RTX 2070 EX OC 8GB, US$ 832
Galax GeForce RTX 2070 OC 8GB, US$ 780
Gigabyte GeForce RTX 2060 6GB Mini ITX OC, US$ 512
Gigabyte GeForce GTX 1060 6GB G1 Gaming, US$ 435
Galax GeForce GTX 1060 6GB, US$ 357
I suppose the RTX 2060 or the RTX 2070 could make more sense here, but not sure.
Storage
Not too many options. The 480 GB Kingston A400 is not great, but sells for US$ 97. Apart from that, the Sandisk Plus with 960 GB sells for US$ 246.
The 3 TB Seagate HD sells for US$ 110, and there are not too many options. There are some 5400 and 5900 RPM HDs, but I think those would be too slow.
PSU
There are some really cheap PSUs, from brands which I never heard of, such as Akasa or Knup. I am afraid of buying those, and even brands such as Thermaltake I may avoid. Perhaps I should go with more expensive Corsair or Cooler Master or EVGA.
I wonder which PSU I would need.
As for the case, not too many options here, I just want something that is OK.