It really depends what kind of machine you are trying to build, what sort of budget, what sort of size, and the intended usage. The 860K is basically your only option if you limit yourself to AMD, and it's actually a very solid entry level CPU (though suitable motherboards aren't cheap) but there isn't really a particularly viable high end option.
I'd mainly ignore any "ITX" graphics cards. There's a few of reasons for this-
A significant percentage of gaming-focused ITX cases have a decent amount of space for graphics, so don't need a ~170mm card.
The concept of an "ITX graphics card" is fundamentally flawed - it's not an industry standard, it's not necessarily any more suited to an ITX case, and if a true ITX graphics card did exist - it would be single slot.
They are generally worse than their longer versions as they have a cut down cooling solution, and can offer worse value by being similarly priced or more expensive.
There are a handful of cases where a short PCB graphics card is useful. In these, the "ITX" models can be useful but so can shorter versions of conventional cards. I have a 180mm GTX660 for example - that would fit in the majority of scenarios where a 170mm card would be desirable.
Dutchoperative :
Yeah, I really wish there was a FM3+ Mini ITX because then you could go with the 6300/8350. So you think the Athlon 860K would be a good choice? Would I get better performance out of an i3? I thought about doing an i3 based build but I thought a quad core would be better for a gaming rig.
It'll vary hugely from game to game. They don't compete directly in pricing but when you add a decent CPU cooler to the 860K (which you don't really need for the i3) then it's a far fairer matchup. Conventional wisdom is that the i3 is going to be better in most tasks and also have a solid upgrade path (as well as being easier to build in ITX form, and use less power).
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