You will need a CPU (one compatible with your motherboard) and a power supply at a minimum. You may also want to consider a HDD for games, applications and data storage. Also a keyboard, mouse and monitor unless you already have those. Oh, and if you are wanting to game.....you will require a GPU (video card).
EDIT: You should check out some of the past "System Builds" articles here on THG. They have several that ring in for approximately $600 U.S.