First, please fill out the build advice form:
http://www.tomshardware.com/forum/261222-31-build-advice
This isn't what I own, but this is what it would look like:
i5-2500K: $200
ASRock Z68 Extreme3 Gen3: $125
Samsung Spinpoint F3: $60
8GB RAM DDR3, 1600mhz, 1.5V, cas latency 9: $50
Some GTX 560ti or HD 6950: $225-$250
~$100 case
~550W PSU: $70
That's about $850 so far and is a good gaming machine - it'll be more with shipping, obviously. If you want to fill out your budget you could upgrade the video card or add an SSD. A 60GB or 64GB SSD is around $100 and a 120GB or 128GB SSD is around $200. A GTX 570 is around $350.