Read tom's best gaming cpus for the money.
http://www.tomshardware.com/reviews/gaming-cpu-review-overclock,3106-3.html
With your budget, I might pick the i3-4160.
The FX cores are slow, and since few games use more than 2 cores, the 8 core is not that helpful.
Faster cores are particularly needed for strategy games, sims and mmos.
Here is an inexpensive Z97 motherboard
http://www.newegg.com/Product/Product.aspx?Item=N82E16813135389
Yes, a lesser lga1150 motherboard would perform just as well, but a Z97 gives you future i5/i7/ broadwell cpu upgrade options. With the FX line there are none.
The cx430 will run a GTX960, they are very power efficient.
But, I would buy a better psu and overprovision a bit to say 550w.
That gives you options for a stronger GTX980 class graphics upgrade.
Look for Seasonic, xfx, antec for quality.
Buy tier 1 or 2 on this list:
https://community.newegg.com/eggxpert/computer_hardware/f/135081/t/45344.aspx?Redirected=true
You need a "C" drive.
I will never again build without a ssd for the "C" drive. It makes everything you do much quicker.
120gb is minimum, it will hold the os and a handful of games. If you can go 240gb, you may never need a hard drive.
I would defer on the hard drive unless you need to store large files such as video's.
It is easy to add a hard drive later.
Samsung EVO is a good choice.
Intel 730 is OK too.