For pure gaming, the 9700K is about as good as it gets.
A $800 graphics card would be appropriate.
9900K is similar in gaming performance.
A 9600K could be a very good choice if it lets you buy a stronger graphics card.
What kinds of games do you play?
Games rarely use more than 4-6 threads effectively.
Purely for gaming and nothing else, go for the i7 9700K, especially if you don't plan on upgrading the CPU. With AMD though you may get to upgrade to the next generation CPU and are guaranteed 16 core CPU support with an X570 motherboard.