Just so you aren't disappointed, there is no such thing as a system that can play all games at max settings. Some games include settings that just aren't quite possible and still get good FPS.
agreed, like arkham city comes imediately to mind. to ops question i would start with a 800d case, i7 2600k, dual 670s, a platnium 1200w psu for reliability and extra headroom, at least 8gb ram, wd black 2tb drive and 64 gb ssd for os, xspc rx 360 and 240 rads, mcp35x swiftech pump, and for the motherboard choose according to color theme. with that budget i would definitely watercool.