Here is what I put together. This squeezes in just under your budget, but it is crazy overpowered.
PCPartPicker part list /
Price breakdown by merchant
CPU: Intel Core i7-6700K 4.0GHz Quad-Core Processor ($369.99 @ Newegg)
CPU Cooler: NZXT Kraken X61 106.1 CFM Liquid CPU Cooler ($139.99 @ Newegg)
Motherboard: Asus Z170-A ATX LGA1151 Motherboard ($153.99 @ SuperBiiz)
Memory: G.Skill Ripjaws V Series 16GB (2 x 8GB) DDR4-3200 Memory ($89.99 @ Newegg)
Memory: G.Skill Ripjaws V Series 16GB (2 x 8GB) DDR4-3200 Memory ($89.99 @ Newegg)
Storage: Samsung 950 PRO 512GB M.2-2280 Solid State Drive ($327.00 @ Newegg)
Storage: Samsung 850 EVO-Series 1TB 2.5" Solid State Drive ($292.89 @ Newegg)
Storage: Seagate Barracuda 2TB 3.5" 7200RPM Internal Hard Drive ($71.99 @ Newegg)
Video Card: EVGA GeForce GTX 980 Ti 6GB HYBRID Video Card ($689.99 @ Amazon)
Case: NZXT H440 (Glossy White/Black) ATX Mid Tower Case ($108.99 @ SuperBiiz)
Power Supply: EVGA SuperNOVA P2 750W 80+ Platinum Certified Fully-Modular ATX Power Supply ($99.99 @ NCIX US)
Operating System: Microsoft Windows 10 Home OEM (64-bit) ($87.95 @ OutletPC)
Total: $2499.75
Prices include shipping, taxes, and discounts when available
Generated by PCPartPicker 2016-03-17 21:25 EDT-0400
Let me explain my choices:
CPU - i7-6700k. This one is a no-brainer. It is the newest CPU on the market and is currently the base processor you can get for gaming. Nothing beats it.
CPU Cooler - NZXT Kraken X61. Quiet for an Aio cooler, reliable, and it will keep your CPU frosty and cool. It looks great too!
Motherboard - Asus Z170-A. It is basically the standard skylake motherboard, and has everything you could need. The fancier motherboards for $250 don't really add much, so I stuck with something cheap and reliable.
RAM - G. Skill Ripjaws V 2x8GB 3200 (2 sets, so 32GB total). Yes, a full 32 GB of RAM. It is fast DDR4 3200Mhz, and with 32 GB of memory, you should never have any issues at all. It is somewhat unnecessary, but at this budget, it will give you better options in the future if you get into video editing or other tasks.
Storage - SSD, M.2, and HDD - With this, you should never run out of fast storage. I included a full 1TB of SSD storage, 500GB of super fast M.2 storage, and a 2TB Hard drive from seagate. You should have space for all kinds of games on the SSD and M.2, as well as extra space for other stuff on the Hard Drive.
Graphics Card - EVGA GTX 980ti Hybrid. With this card, you will be doing great. It is factory overclocked, has liquid-air hybrid cooling to keep it quiet and cool, and it is one of the best cards on the market. You should be easily handling 70+ fps in any game imaginable at completely maxed out settings. It follows the theme of liquid cooling to make your entire PC frosty and fast.
Case and PSU - NZXT H440 and EVGA SuperNOVA P2 850W. A pretty looking case to match the theme of the build. It has plenty of features and is of solid quality. The PSU is a great quality tier 1 Power supply that won't break the bank, but will still give you everything you need.
That is what I put together. I really hope this helps, and please let me know if you have any questions. Best of luck!