First of all, you need to decide on AMD or Intel. Personally, i'm a huge fan of AMD. Mostly because i don't have much money to spend on a PC and AMD CPU's are a lot cheaper for the same performance. But there's a lot of good things about Intel as well.
Next i see a little problem with your setup: the motherboard you chose supports up to 1600Mhz memory, and you chose 1866Mhz memory. Personally, i think you can get away with 1600Mhz memory without problems, so you could downgrade that. It doesn't change performance that much at all, and for gaming it's not noticeable at all. You could also buy a more expensive motherboard, but you said you want to keep the costs down.
Also: dont cheap out on a power supply. Read some reviews about the one you selected to see if it's any good. Better spend a couple of more bucks on a good PSU than to have to buy a new one later.
And like flamefire999 said: buy an SSD. Changing from a HDD to a SSD is like changing from peddling a boat to getting a huge motorboat: it's a lot faster.
Lastly: for better gaming performance, try a better graphics card. The GPU will matter the most when gaming, so i would suggest getting something like a R9 280X, or a R9 285 for a little lower framerate, but better support for future games and more advanced features.
If it was me who was building a new budget gaming PC (and i did about 4 years ago and the only thing i need to upgrade is the GPU), i would get an AMD FX processor, those are quit cheap and are pretty fast. Get 2 sticks of 4GB 1600Mhz memory (you can always buy 2 more of the same memory later). And i would get an SSD, and save up some money to buy a HDD later for extra storage when your SSD is filling up.