Another choice is Ryzen 1200 and B350 board. Slightly more money than the setup above, but with Coffee lake just released, if you want to upgrade later, you'll be stuck on the kaby lake chips. At least with Ryzen, you should theoretically be able to drop in a ryzen 2 or ryzen 3 cpu down the road.
The other advantage is that the 1200 is a true quad and will be slightly faster than the pentium. If you get a B350 board, you should be able to overclock the 1200 as well, which would turn it into a little monster for games that should even handle up to a gtx 1060 6gb or maybe even a 1070 if you upgrade your gpu later.