I think retail is a lot better, using an OEM copy for your yourself is technically against the EULA. It's designed for people who sell it on (I know, it sounds silly). It does mean you can use it on future systems as well though, rather than having to buy another copy.
EDIT: The retail copy also means you can get support from Microsoft if you need it.
I hope the OP doesn't take this the wrong way but if you ask a very vague question, you will get a very vague answer. Based on the info you have given, I would just say aim for something like the i3-2120 and HD 7850/GTX 560Ti with a H77 motherboard.
EDIT: If you want a better answer, I'd provide more information by filling in the new build form at the top of the homebuilt systems forum.
As I said, there are a lot of considerations like which sites you want to use, which brands you prefer, maybe you use the PC for other things too, maybe you like aluminium cases or cases with bright lights, you may or may not want to overclock, you may or may not care about low noise, you may or may not want multiple monitors, you might only play a certain game or a certain genre, maybe you want a PC that boots quickly, maybe you need a full system or you might have a few things already, maybe you want good sound quality etc. etc. etc.
Just off the top of my head, they are some of the things we will want to know to be able to properly help you. Have a look for that 'How to ask for new build advice' form at the top of the forum, fill that in and I'll be happy to give specific advice instead of vague suggestions.
I don't mean to sound annoying, I just want to be able to properly help you.
Dont want to overclock. AMD FX4100 CPU. I already have a Corsair CX600 PSU. I need an OS. Steel Mid Tower Case. 8GB of ram possibly G.Skill Ripjaws. DVD Drive. I play FPS, RTS, and Open World games like fallout, Skyrim, and Dragon Age
Bear in mind that I'm planning on upgrading the video card in the near future, so if you want a better GPU and a weaker CPU then I'd go with the 6300x and upgrade the video card to something like a 290.