Best performance for the money is a i5 4690k with a small overclock and a stock cooler.
Cheapest processor is a pentium G3258, which is also very good value for money if you overclock it on the stock cooler. It has less than half the performance of the i5
In between these we have a range of i3 and i5 processors which are reasonably priced.
Do some research on the games you wish to play, and decide on the processor you need