seanpull :
On that budget you can go pretty crazy, I don't feel like going through a full build, but I'll recommend some parts/brands:
Intel Core i7-3770k (Processor)
A Power Supply from SeaSonic, Antec or Corsair
A Radeon HD 7970 (Graphics Card)
A Lian Li or Cooler Master Case
A Western Digital Hard Drive
A Solid State Drive from Kingston
RAM from the following brands: Kingston, Corsair, G-Skill, Patriot or Crucial
A Motherboard from MSI or ASUS
That's about it. Here are some brands to look for throughout your build:
Corsair, Antec, Kingston, Cooler Master, ASUS, MSI, Gigabyte, Intel, G-Skill, Crucial, EVGA, XFX, and there are a lot more.
Also, I stress reading user reviews. If a product has a 3-star or less rating, don't buy it. Simple as that. Try for 5-star products though as you can usually find them. Don't buy an item that has 50 5-star ratings, and 30 1-star ratings. Just find something in your price range with 100 5-star ratings, and 5 1-star ratings. Occasionally, there are items with a ton of positive ratings, and virtually no 1-star ratings, try to look for these, as they are more of a guaranteed success.
Now here's where I think it is worthwhile to make some comments.
An i7-3770K is overkill for games.
PSU: Ok, especially Seasonic. They're the only one of the three that actually make PSUs, and I don't know that a competent technical review has ever exposed a bad one.
Graphics card: ok, but I'd probably list a brand, like XFX or MSI.
Case: Crappermaster does not belong in the same paragraph, maybe not the same page, with Lian Li. The latter's cases are all perfectly fitted, some almost furniture-quality, but a little overpriced. The former is a dishonest company, whose cases (some of which are quite good) are nothing remarkable. Dishonesty should have consequences though (read competent technical reviews of their PSUs), so I recommend against them. My preferred case providers are Rosewill, Antec, and Lian Li.
HDD: When other manufacturers are cutting theirs back, WD has maintained a five year warranty on most of their Black series drives; that's the one to get.
While I don't believe Kingston uses Sandfarce controllers, their drives tend to live at or near the bottom of SSD performance charts. That's ok if you're comparing performance to a mechanical drive, but if you want consistent speed and a reputation for reliability, you want Samsung, Crucial, or (non-Sandforce) Intel.
I prefer G.Skill or Mushkin for RAM.
MSI video cards are excellent, but many of their lower-end mobos have weak VRMs that will pop if you overclock too much. Read this and follow the included link(s) to their chart:
http://www.overclock.net/a/about-vrms-mosfets-motherboard-safety-with-high-tdp-processors
There is a world of difference between Newegg "reviews" and competent technical reviews such as are done by HardwareSecrets, HardOCP, Anandtech, and Jonnyguru. Read through Newegg reviews, and most of it is consumer fluff, and some of the mistakes made by the drones who wrote the bad ones are painfully obvious.
Hmmm, and now I need to get to work...