Umm, First build? Ever?.
I really Dont like Wasting money, I Started Building pc 2 years ago, and i will give u my suggestion. Dont waste Too much money if this is your first Gaming Pc.
My First Pc was A Pentium 4 with a 17 inch Flat Pannel Monitor in 2000, that was new in those days, 2 gigs of ram and 80 gigs of HDD. What a beauty. That pc last me till 2010. One day i couldnt run My Games So i Bought a Laptop, It had a 4500mhd and a Core 2 duo , 4 gigs of Ram and Still Strong.
After some struggling WIth Heat in the Laptop and the Integrated Graphics Being so Low in my 20 inch Monitor, i Bought a New pc. Had 1600 usd to spend, but got some problems and my budget went from 1600 to 600, I was Sad. I got a I3 2100, SSD sata III, 6850gpu, a Corsair psu and a Corsair Carbide White Series with 8 gigs of Ram , thats my main pc, i can max every game i trow at it, even battlefield 3. Of course i have to Change the Res but thats not biggy for me.
My point is, If you are Moving from a Integrated Gpu and a Dual Core, Then Get the I5 Sandy Bridge or the Ivy Bridge With a Good Nvidia Card. Why? Because its ENough For Gaming the 2011 cpus are Overkill u get like 3% more for 50% of the Price. Gaming is all About the Gpu.
Pd: I use Amd Gpu and its a Freaking Pain to have to deal with the Drivers if you are a newbie. Nvidia is Click Install and Play.
Your Choice Bro, Start with little and just Upgrade when u feel u are lacking power.