I would go with AMD. They do cheaper CPU's and often with more cores. The A4-6300 is only a dual core but is 3.90GHZ and is just under £30! If you didn't want this, pay more for an AMD FX6300. It is an 8 core processor! Or, if you want to go with Intel overclock a Pentium G3258. But if you're on a budget, I would go with AMD.
This is my first time building a gaming rig, my first PC being a low end AMD-Sempron entry level PC.
My planned setup is
AMD A4-6300
Gigabyte Socket F2A68H motherboard
120GB Kingston v300 NOW SSD
8GB HyperX Fury RAM
ASUS Radeon R7 250x
Windows 7 Pro 64-bit.
Bitfenix Comrade
I already have a PSU, SSD, RAM, DVD drive. You can get Windows 7 genuine on ebay for £32, which will save you a hell of a lot of money. if you have an old PC, see what parts you can reuse. If it is a socket 775 motherboard, you can get a Core 2 Quad (used) on ebay for a cheap price, and is still a solid performer.