I don't know what you're budget is right now, but if you don't have a rig right now, I'd put a GTX 970 for the time being. You can get an MSI GTX 970 Gaming 4G for $325 and are also offering a $20 mail-in rebate as well. I've read that Pascal might be out as early as April. If you can afford to buy a GTX 980 Ti and then buy Pascal, by all means do that, but if you want something that will run any game out there at 1080P resolutions will all the bells and whistles on, the 970 will do that with a smooth frame rate.
I have two MSI 970's and I think the 2nd one is overkill most of the time. Oh and if you're building a gaming rig, make sure and get a good CPU. I'd buy Skylake. It's the fastest. Also, do you want a 4,6, or 8 core CPU. Honestly, I think a 4 core will do you just fine. I personally love Intel CPU's and it is a fact that they are faster than AMD. That said, AMD makes great CPU's as well, they are just a little slower. Having said that, if you were going to go with an 8 core CPU, I'd actually go with AMD's FX-9590. Be warned though, all AMD components run hot, so get a good 3rd party heatsink/fan.
I would not under any circumstances buy an AMD video card. Steer way clear of those....for now anyway. The upcoming AMD video cards sporting HBM2 might be OK, don't know, but Nvidia is far better. The problems with AMD video cards is mostly a driver issue and it's been that way for years. Sorry for droning on. Oh, buy at least 16GB of RAM, I like G.Skill right now. Oh and buy an SSD. No, you don't actually 'need' to have an SSD, but I guarantee you it's the one component you could put in an old computer and make it seem like a modern one, because it loads programs so fast. I'd go nothing smaller than a 250GB. You can always go bigger if you want, but nothing smaller than that. I'd recommend a Samsung EVO Pro $120. That's one of the best SSD's out there, if not the best. On the cheaper side, but still good is the Crucial BX200 for $65.
When choosing a power supply, always go as big as you can. I like Corsair, something like an 850 watt or more PSU and I'd get modular. A modular PSU is just way more easy to work with when building and helps with airflow. As far as a case, it doesn't really matter. Just get something with good airflow. I like the Cooler Master HAF 912. You could also get the 922 or 932....up to you. Lastly, buy a good motherboard. It doesn't have to be a $500 mobo, just get a good one, don't skimp. I like MSI, Gigabyte, EVGA. I did only buy EVGA video cards up until last year. They were the very best, but they've slipped a bit the last year, so that's why I bought MSI. I like MSI for their motherboards too because they are soooo reliable. Gigabyte is good too, but it's all about being reliable. Asus is also good, but it seems like sometimes they sacrifice speed and performance for reliability. I've had several Asus boards.
A safe way to choose your components, whatever they may be, a good indicator (at Newegg for instance) is how many eggs. Don't buy anything under 4 eggs/stars, but also look at how many reviews too. So for the long post, just trying to be helpful.