http://www.guru3d.com/articles_pages/core_i5_6600k_processor_review_desktop_skylake,10.html
The i7-4790K beats the i5-6600K in software that is threaded enough to utilize the Hyperthreading of the i7.
*Where is the evidence that the i5-6600K gets "a few more frames" in games?
(If anything it should be largely identical as the GPU would tend to be the main bottleneck)
http://www.guru3d.com/articles_pages/core_i5_6600k_processor_review_desktop_skylake,15.html
Skylake does have an interesting feature though and that is it can toggle the CPU cores out of idle mode in about 6ms vs 60ms for Haswell. That's meaningless to me, but PCPER did an experiment on laptops and discovered it was significant enough that scrolling a web browser up and down with their finger was noticeably less sluggish in Skylake.
Aside from that, there's not much about Skylake I personally care about. I'd buy it if it was about the SAME PRICE but otherwise I'd go for the extra hyperthreading.
I use HANDBRAKE to convert videos and it does make a noticeable difference (i.e. the Cinebench score I linked showed the i7-4790K at just over 22% faster).
Other:
1) Example Z97 gaming board:
http://pcpartpicker.com/part/asus-motherboard-z97progamer
2) DDR3 memory - I suggest 16GB unless you know you need more. An 1866 C9 or 2133 C9, 2x8GB kit (about $75+)
3) CPU cooler - I like the Noctua NH-U12S. It's very quiet, so unless you intend to go crazy on overclocking (which I wouldn't do) it's an awesome choice once you setup the fan profile (i.e. 20% idle, ramp up at 45degC).