AMD has good processors for price to performance under 200 dollars, anything about 200 up Intel usually owns. The i3 is also not a bad choice.
If you want the best performance for price the i5-4690k is a solid choice, it usually overclocks to about 4.5 ghz at least sometimes even 4.7 ghz.
For the best price/performance for processors-
http://www.tomshardware.com/reviews/gaming-cpu-review-overclock,3106.html
The best graphics cards for the price ranges-
http://www.tomshardware.com/reviews/gaming-graphics-card-review,3107-5.html
If you want to compile all your parts together and make sure you have everything go to-
https://pcpartpicker.com
It gives you the cheapest price for the part and you can do some basic research there too. When determining your PSU pcpartpicer gives you a wattage for the entire system so you can decide what wattage to get.
PSU Japanese capacitors are the best and if you are unsure about a part just look the part name up and add "review" and you will come up with some good sites.
Some good sites for reviews are
-http://www.jonnyguru.com/
-http://www.techpowerup.com/
-http://www.tomshardware.com/
These sites are sometimes hard to navigate so I suggest just googling your part and enter the review site's name after it. Also research all your parts before you buy them (except for ram, optical drive, and hard drive). Even the case, looks feels, space etc.
I have found these guides crazy helpful in the past and present and hopefully the future. I hope they will help you too. And don't forget to choose your solution!