If you insist on an AM3+ build, switch the motherboard to a GA-78LMT-USB3. That MSI board will just be a source of problems, don't waste your time with it.
If you insist on an AMD build, I'd go with the 860K over the FX-6300 for a gaming rig. Stronger single core performance and better MP scaling characteristics make it the better buy for a strictly gaming CPU.
If you don't care about brand, an Intel i3-4150 is up to ~50% faster than the FX-6300 many games.