For gaming at 1080p you could pair your CPU with a GTX 970 or AMD R9 390 and max all current games out on ultra ($300 range). For higher resolutions like 1440p the AMD R9 390 pulls ahead, and for 4k gaming the GTX 980ti is the next step up from there ($650 range). Any of those are good matches with the i5-6600K, so it really depends on your budget.
Sky is the limit so to speak, that's a very strong CPU.