Look at this list of parts from Tom's $1000 gaming build:http://www.tomshardware.com/reviews/build-a-pc,2969.html
Compare what you see with any pre-built.
Note that a monitor, OS, and keyboard/mouse are not included. Don't know if those are part of your budget.
Do a bit of research to see what is involved in building it yourself, and you will find that it is not so hard.
There should be some youtube videos.
You can get a nice compatible list of parts from these nice forum posters.
In the end, though, treat this as a learning experience. Priceless...