You shouldn't need $4000 or even $3000 for this build. What size monitor were you looking for? Do you have an OS already or do you need to factor in windows? Mouse/Keyboard/Speakers?
Here's a start:
ASUS P6X58D Premium LGA 1366 Intel X58 SATA 6Gb/s USB 3.0 ATX Intel Motherboard - Retail $299.99
http://www.newegg.com/Product/ProductReview.aspx?Item=N...
This has some good future proofing features like USB 3.0 and SATA 6gb
i7 920 $288.99
http://www.newegg.com/Product/Product.aspx?Item=N82E168...
ARCTIC COOLING Freezer 7 Pro Rev.2 92mm Fluid Dynamic CPU Cooler - Retail $34.98
http://www.newegg.com/Product/Product.aspx?Item=N82E168...
OCZ Gold 6GB (3 x 2GB) 240-Pin DDR3 SDRAM DDR3 1600 (PC3 12800) Low Voltage Desktop Memory Model OCZ3G1600LV6GK - Retail $129.99
http://www.newegg.com/Product/Product.aspx?Item=N82E168...
SAPPHIRE 100280OCSR Radeon HD 5970 (Hemlock) 2GB 512 (256 x 2)-bit GDDR5 PCI Express 2.1 x16 HDCP Ready CrossFireX Support Dual GPU Onboard CrossFire Video Card w/ Eyefinity - Retail $629.99
http://www.newegg.com/Product/Product.aspx?Item=N82E168...
These cards are still very difficult to find...snag one when they become available.
Western Digital Caviar Black WD1001FALS 1TB 7200 RPM 32MB Cache SATA 3.0Gb/s 3.5" Internal Hard Drive -Bare Drive $99.99
http://www.newegg.com/Product/Product.aspx?Item=N82E168...
You could look into the F3 drives from samsung which are currently the fastest drives.
CORSAIR CMPSU-750HX 750W ATX12V 2.3 / EPS12V 2.91 SLI Ready CrossFire Ready 80 PLUS SILVER Certified Modular Active PFC Power Supply - Retail $149.99
http://www.newegg.com/Product/Product.aspx?Item=N82E168...
Your budget leaves room for a high quality modular power supply.
Your case is a personal preference but here are some quality recommendations:
Antec 900
Coolermaster HAF 932, 922
Coolermaster cm 690
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All of this comes to about $1735 before monitor, OS, keyboard, mouse, optical drive and some other components.
You could also look into adding a nice SSD for the OS and apps. You have plenty of room for it. Try the intel SSDs which seem to be the most recommended (I have low technical knowledge in this field):
Intel X25-M Mainstream SSDSA2M080G2R5 2.5" 80GB SATA II MLC Internal Solid State Drive (SSD) - Retail $299.99
http://www.newegg.com/Product/Product.aspx?Item=N82E168...