There are a couple of reasons why you should NOT go with the FX-9590.
1. It is extremely overpriced. It costs $260,you can get the i5 4690K and something else for like $30-$40 for that money.
2. It needs an expensive motherboard.These are the only MoBos that support it:
http://pcpartpicker.com/parts/motherboard/
They are pretty expensive,with the cheapest being $106.For the i5 4690(K),you can get a $50 MoBo and it would still work.
3. It needs much much much more power than the i5 4690K.We're talking about a 220W TDP,while the 4690K has an 88W TDP.That more than twice the amount of power. You also need a big power supply(in terms of wattage) and a beast CPU cooler for it.
4. THe i5 4690(K) will give more FPS:
http://cpuboss.com/cpus/Intel-Core-i5-4690-vs-AMD-FX-9590
https://www.youtube.com/watch?v=iehrXA3n39c