If you're gaming, then yes, go for the intel because it has much better single core performance, which is important considering most games don't use more than four cores. If you're thinking of rendering or streaming, go for the FX 8350 because it is an octa-core cpu, but it's single core performance is much weaker, so in games the 4690k will serve you much better (just look up benchmarks if you're unsure). I have the 4690k myself with an Asus Vii hero MB, and I am quite happy with it. And I can always overclock if I need a performance boost in the future, so that's a plus.
Edit: and as others have stated, the FX CPUs are pretty outdated in comparison to intel.