CPU ... if you can go up to the 2600k I'd do that (if you do any kind of video / audio encoding). If not then stick with the 2500k
CPU Cooler ... COOLER MASTER Hyper 212 Plus RR-B10-212P-G1 "Heatpipe Direct Contact" Long Life Sleeve 120mm CPU Cooler Compatible Intel Core i5 & Intel Core i7 (great for the price and LGA 1156 coolers fit LGA 1155 boards)
MB ... ASUS P8P67 PRO LGA 1155 Intel P67 SATA 6Gb/s USB 3.0 ATX Intel Motherboard (read about it
http://www.anandtech.com/show/4130/the-battle-of-the-p6...)
GPU ... listing the games that you want to play, almost any mid range (GTX 460 1GB / Radeon 5770) should do well at 1080P settings with most eye candy on. If you want a good card for now and a cheaper SLI / Crossfire down the road, then there are a few options. Below are more powerful choices.
GTX 560 - MSI N560GTX-TI Twin Frozr II/OC GeForce GTX 560 Ti (Fermi) 1GB 256-bit GDDR5 PCI Express 2.0 x16 HDCP Ready SLI Support Video Card
Radeon 6950 - SAPPHIRE 100312SR Radeon HD 6950 2GB 256-bit GDDR5 PCI Express 2.1 x16 HDCP Ready CrossFireX Support Video Card with Eyefinity (which can be flashed to give 6970 performance and is more "future proof" with 2GB frame buffer)
PSU ... CORSAIR CMPSU-750TX 750W ATX12V / EPS12V SLI Ready CrossFire Ready 80 PLUS Certified Active PFC Compatible with Core i7 Power Supply (one place NOT to skimp)
HDD ... SAMSUNG Spinpoint F3 HD103SJ 1TB 7200 RPM 32MB Cache SATA 3.0Gb/s 3.5" Internal Hard Drive -Bare Drive (very good drive, have 2 setup in RAID1)
Case ... Antec Six Hundred Black Computer Case
RAM ... Patriot Gamer 2 Series 8GB (2 x 4GB) 240-Pin DDR3 SDRAM DDR3 1333 (PC3 10666) Desktop Memory Model PGD38G1333ELK (I'm going to assume 64bit OS here ... really any memory from Patriot, Corsair, GSkill, etc will work but this set matches the color scheme of the MB)
DVD ... Sony Optiarc Black 24X DVD+R 8X DVD+RW 12X DVD+R DL 24X DVD-R 6X DVD-RW 12X DVD-RAM 16X DVD-ROM 48X CD-R 32X CD-RW 48X CD-ROM 2MB Cache SATA CD/DVD Burner - OEM (really pick any of them under $20)
Monitor ... ASUS VH242H Black 23.6" 5ms HDMI Full 1080P Widescreen LCD Monitor 300 cd/m2 1000:1 (ASCR 20000:1)
Total comes to around roughly $1040 with the GTX 560 and $1080 with the Radeon 6950. If you add the monitor then about another $180 (not including shipping / Win 7). You might be able to find some combo deals / coupons to lower the overall cost.
Hope this helps