Here is a resource I would recommend for building the computer. It will allow you to refine your search for parts and finds the lowest prices for them (make sure you select the right country)
http://pcpartpicker.com/
It's hard to start listing parts for you. I would recommend doing some research on the specific parts that fit your budget and look at user reviews.
Also for your budget, make sure that you invest in an SSD and save enough money to get a decent graphics card. These will be two of the biggest factors to make your gaming experience awesome!
~Agent