I've got some general advice.
You need to fill in the details yourself. Prices are different in different countries. You might want to buy at a local store. Or you might wanna buy at a webshop.
1) Get a good backbone for your PC.
A backbone consists of a processor (CPU). A motherboard (mobo). And memory (RAM). Usually those 3 go together. CPUs fit in a certain type of socket. And motherboards have 1 socket. So you need to make sure your CPU and motherboard are compatible. Socket 1150 is the most popular socket for Intel CPUs atm. RAM is a bit more flexible. But usually when you buy a new cpu+mobo you also buy new RAM.
2) Your graphics card will have by far the highest impact on gaming performance. Any budget you can shave off the rest of the components, you should add to the budget of your graphics card. As a rule of thumb, you don't want to buy the most expensive videocard at that time. Because you pay a premium. If you want value for your money, you typically want to buy a card that is 1 or 2 notches under the top.
Example: the GeForce Titan X is the absolute top card at the moment. It costs $1100. Don't buy it. Buy a GTX980 ($500) or a GTX970 ($350). Or the AMD equivalent. AMD will have new cards soon.
3) For the rest of the components, taste and preference is more important than anything else.
3a) E.g. the case you buy doesn't improve important. You need to pay a little attention to see if the case has enough fans, airflow and cooling. But it hardly matters.
3b) You want to buy a Power Supply (aka PSU) that has enough wattage for your system. Usually 500W is enough. You might want to buy a 600W PSU. But anything higher does not give much value for you. Make sure you buy a known brand PSU, and not a noname brand.
3c) You probably want an SSD. It doesn't make much difference for gaming. But outside gaming it will make your machine feel a bit snappier. If you have lots of other data (films, music, etc), you might also want to buy a large HDD. This depends on your needs.
Now let's discuss components.
1) CPU. You'll want an Intel CPU. AMD is fine, but only for budget and medium systems. For a gaming system, the Intel is really worth the money. You want a 4-core CPU. That's an i5. i7s are overkill and a waste of money for gaming. Better spend that budget in the videocard. Dual cores (like i3s) will limit you in modern games. You want an i5 of the latest generation. That's an i5-4960K, i5-4590 or an i5-4460 or something.
2) Motherboard. You need a mobo with a socket 1150. (Because it fits with those i5 CPUs). Get one with the Z97 chipset. That's usually in the name of the mothetboard. Get an Asus, ASRock, MSI or Gigabyte one. Get the cheapest one, but check that it has enough SATA and USB ports for you. (Usually that will be the case).
3) RAM. Get DDR3 RAM. Get 8 GigaBytes. Get it in 2 banks of 4GB each. Get a well-known brand. Like Corsair, Crucial, G.Skill, GeIL or Kingston. Speed depends on what you can get. Probably 1600MHz. That's called PC3-12800 (DDR3-1600). If you can get faster for the same price, you might wanna get that. But don't spend extra money on faster ram, it won't help much in gaming. And more than 8GB is a waste too.
4) SSD. Get at least a 250GB SSD. Samsung, Crucial, Kingston are all good brands. A Samsung 840 EVO 250GB would be fine.
5) PSU. Lost of good brands. There are websites that compute for you what you need. (After you decided on all components ofc). Get at least a 500W one. Maybe 600W. Not much need to go higher.
6) Case. Whatever you like. I like Fractal Design cases.
7) DVD-burner. You might not want/need one. Get whatever you like.
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Estimate of cost:
i5-4690K - $250
ASRock Z97 Pro4 - $100
8GB of PC3-12800 (DDR3-1600) ram - $60
Seasonic 520W - $60
Case - $100
Samsung 850 EVO 250GB - $120
Total so far: $700.
Your remaining budget: $800.
What do we need ? A monitor. A keyboard. An OS. And a videocard ofc.
OS: Windows 8.1. Don't think you have much choice. Around $100.
Keyboard: anything you like. Very personal. Let's say $50.
Monitor: anything from $200 to $800 for a top monitor. Don't buy a G-Sync monitor yet. (Too expensive right now. They start at $500). Buy a $200-$250 monitor. And you can always buy a very expensive one later. For $250 you might get a 24" monitor that can do 144Hz. Or a 27", but only 60Hz.
That's $100 + $50 + $250.
Which leaves you with $400 for a videocard.
You can buy a GTX970 for that. Very nice videocard. Probably the best buy for value at the moment. If you want a faster one, you need to shave off $100 somewhere. And then you can afford $500 for a gtx980. Note, AMD might release new cards soon. And nVidia might release a GTX980ti soon. But the 980ti will be too expensive for you ($800 or more).
Hope this helps.
Note, prices are very rough estimates. They are only to give you an idea. You need to check and calculate yourself. Maybe get a cheaper case. And spend that money on a slightly more expensive videocard or monitor. Maybe you can save $20 on another Z97 motherboard. Maybe some shop has a deal for a combo of cpu+mobo+ram. Or you could skip the SSD, and only buy a HDD. The little details are up to you.
Anyway, if you follow these guidelines, I think you'll end up with a very nice gaming system.
Good luck.
. One final note make sure it is over clockable.
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