I'd go with
CPU: Q9300 (2.5GHz ~ 7.5 x 333)....you can pretty much change the FSB to 400 right out of box for effective 3.0GHz without turning up the voltage
Motherboard: MSI Neo2 FI or FIR (with raid capability) .... comes with heatpipe for North / South bridge & very very overclockable!!!
RAM:cant go wrong with decent brands (Corsair, OCZ, Kingston, Adata, Transcend, Patriot) ~ I've got 8GB (4 x PQI 2GB DDR2-800 @ 900)
Video: For gaming, a 8800GT 512MB will be fine unless you have a high budget for this machine
* make sure you get a good power supply, I'd go with 600W+ with efficiency rating of 80+
For your reference, my specs are Q9300 @ 3.375GHz (7.5 x 450 @ 1.3V) + MSI Neo2 FIR + 8GB DDR2-900 + MSI 7900GTO + 650 Seasonic PS + Vista x64 (Paging file turned off)