Well I've picked out some parts, but I'm looking for advice on if the build looks good, and if anyone would change anything. I already have a disc drive, HDD and a monitor, so the following are the parts I will need to buy. Trying to keep it under 800 but if it's really worth it I may go a little higher. The goals are to be able to play games like total war on high settings (not ultra but pretty nice) without a struggle.
GIGABYTE GA-990FXA-UD3 AM3+ AMD 990FX SATA 6Gb/s USB 3.0 ATX AMD Motherboard.
AMD FX-8150 FX 8-Core Black Edition Processor Socket AM3+
Corsair Hydro Series H80 High Performance Liquid CPU Cooler
CORSAIR Enthusiast Series TX750 V2 750W ATX 12V 80 PLUS BRONZE Certified Active PFC High Performance Power Supply--- I know this is a bit much, might get a lower wattage one but I just wanted to make sure I had enough power.
The graphics card is the thing I'm having the most trouble with. Not sure which one will give me the best bang for my buck.
Unless you're going to OC a LOT, there's no need for an expensive water cooler. Get a good air cooler - I like the CoolerMaster Hyper 212 EVO - and you'll be good to go. Also, you don't need 16GB of RAM, 8 is plenty. Make sure you get low-profile RAM (without the head spreaders on top) so that your CPU cooler will fit.
As far as video cards, your best option would be a GTX 670 if you can afford it. If not, look into the lower-priced ATI cards, the 7000 series. If your budget is more like $250, then a nice 560 Ti Superclocked ($230) or 570 ($250) would be good. Those are strong mid-level cards and should be able to play Total War on good settings at 1080p. I am not familiar with the ATI cards in that price range, but there are no doubt some good ones.
Check out the Tomshardware article on the front page - Best Graphics Cards for the Money July 2012. Find your price range and see what you should get!