Best cheap Cpu for budget gaming build?

IMO, never go cheap on CPU for builds, and honestly from what I've heard the pentium cpu age is starting to show, might as well go with at least a i3.

I have a rig like this without the SSD and it runs surprisingly well. Actually using an i3-4150 which is clocked a bit slower and has been superseded by the i3-4170.
These are Newegg prices but fairly common from most sellers.

Intel Core i3-4170 3.7GHz Dual-Core Processor (4 threads)
w/ stock HS/FAN
$124.99

ASRock H97M PRO4 Micro ATX LGA1150 Motherboard
4×240pinMemory StandardDDR3 1600/1333/1066 Maximum Memory Supported32GB
1 x PCI Express 3.0 x16
1 x PCI Express 2.0 x16
2 x PCI Slots
6 x SATA 6Gb/s
Realtek ALC892Audio 7.1 Channels
$67.99


EVGA 500 B 80 PLUS BRONZE Certified 500W Active PFC ATX12V v2.31/EPS 12V v2.91 3 Year Warranty 100-B1-0500-KR Power Supply Intel 4th Gen CPU Ready
$49.99 $3.99 Shipping

Western Digital Blue WD10EZEX 1TB 7200 RPM 64MB Cache SATA 6.0Gb/s 3.5" Internal Hard Drive Bare Drive
$52.99

G.SKILL Ripjaws Series 8GB (2 x 4GB) 240-Pin DDR3 SDRAM DDR3 1600 (PC3 12800) Desktop Memory Model F3-12800CL9D-8GBRL
$46.99

EVGA 02G-P4-2966-KR GeForce GTX 960 Gaming 2GB 128-Bit GDDR5 PCI Express 3.0 HDCP Ready SLI Support SuperSC ACX 2.0+ Video Card
2GB 128-Bit GDDR5
• Core Clock 1279MHz
• Boost Clock 1342MHz
• 1 x Dual-Link DVI-I 1 x HDMI 3 x DisplayPort
• 1024 CUDA Cores
• PCI Express 3.0
$199.99
----------
$478.93
========


NZXT Source 210 Elite Black Computer Case
1 x USB 3.0 / 1 x USB 2.0 / Audio Front Ports
• 3 External 5.25" Drive Bays
• 8 Internal 3.5" Drive Bays
1 x 120mm rear fan @ 1200rpm (included)
2 x 120mm front fan (optional)
1 x 120mm buttom fan (optional)140mm Fans1 x 140mm top fan (included)
$49.99 $7.99 Shipping
-----------------------
$536.91
========
-------------------------------------------------------------------------------------------------------


Microsoft Windows 7 Home Premium SP1 64-Bit - OEM
$99.99

SAMSUNG 850 EVO MZ-75E120B/AM 2.5" 120GB SATA III 3-D Vertical Internal Solid State Drive (SSD)
Max Sequential ReadUp to 540 MBps
Max Sequential WriteUp to 520 MBps
4KB Random ReadRandom Read (4KB, QD32): Up to 94,000 IOPS Random Read
Random Read (4KB, QD1): Up to 10,000 IOPS Random Read
4KB Random WriteRandom Write (4KB, QD32): Up to 88,000 IOPS Random Write
Random Write (4KB, QD1): Up to 40,000 IOPS Random Write
$72.99
------------------------------------------------------------------------------------------------------

The pentium g3258 is great if you only play games like vanilla skyrim, heavily single threaded. It's just in every other game, like heavily modded skyrim, mmorpg's, multi-player versions etc, that the pentium's dual core really kills performance. For those games the i3-4170 with HT will really pull it's weight, not quite as good as an i5 true quad, but close. The i3 may not have the clock speeds of the g3258(oc) but it's definitely more versatile.

For amd, the fx6300(oc) is the budget cpu of choice, having no core count hangups, good thermal properties and very good OC ability. The only drawback to amd fx Cpus is their relative weakness in single thread performance vrs similar Intel clocks. While OC is more of a hobby for Intel cpu's, for fx it's almost a requirement. This may or may not change much with dx12, but for right now, stock fx Cpus are lagging.

So, i3-4170 or fx 6300, either is good for a tight budget build.

The specs for the Skylake i3s look really promising, the questions are if there will be any good deals on motherboards and if the DDR3 performance is acceptable. Unfortunately, there are no unlocked Pentium or i3 CPUs planned. But the new versions should be out in a month or 2.

i could be wrong but the amd x4 860k is meant to be pretty good for gamers on a budget