You're going to want longevity as well as performance, so first thing you really need to research on is for a power supply. I'd recommend a 1200w corsair, since corsair is renowned for their quality and customer service.
The next thing you should look into is a proper motherboard. It will depend on what processor you choose, as for Intel processors I cannot stress enough that you have to have the correct socket type on your motherboard to match which processor you choose. Now AMD processors are backwards-compatible between AM2+ through AM3+.
The next thing would be, if you want a top-of-the-line cpu that won't dig into that 3k, I'd recommend looking at this high-end cpu chart.
http://www.cpubenchmark.net/high_end_cpus.html
The higher the score the better that cpu will be able to increase your over-all gaming experience and stability.
After that, you will need RAM. Let's be honest here, 4 gigs is enough for anyone, anyone telling you that RAM is the key to better performance only knows the tip of the iceberg. So I'd recommend this:
http://www.newegg.com/Product/Product.aspx?Item=N82E16820226199 if you're going with an Intel CPU.
This:
http://www.newegg.com/Product/Product.aspx?Item=N82E16820231445 if you're going with an AMD CPU.
I'm not going to recommend over-clocking since I'm not really into it all that much, but a nice coolant and fan won't hurt. Here is some nice thermal paste:
http://www.newegg.com/Product/Product.aspx?Item=N82E16835100007
As for the fan, it's okay to settle on the stock fan for the processor.
Right, so that leaves the hard drive and the GPU.
Your GPU depends on your processor and your power supply. IF you're going to get, let's say, an HD Radeon 7990 or something to the deep-end, you will definitely need a good power supply, not only to make sure your PC won't start cooking eggs for you, but to ensure you can get as much juice out of what you got. The processor is important for a GPU so that it doesn't get bottle-necked and you can run it at a constant frame-rate with little to no st-s-stuttering.
I'll let you decide on the HDD, and for speakers, a mouse, a keyboard, etc. it's fine to have a default on those.
Of course this is my own opinion, but always remember to research everything you're interested in. Make it an investment and don't hesitate to ask the comparison from one part to another! Research, Research, Research!