If your really only going to be doing gaming, no other real heavy tasks, then the 8150 isn't for you. You would be better with a 2500k, and investing a bit more in your graphics card. I'm not sure how much of a difference going to the 2500k would be in Euro's, so I can't say what gpu you could go to from there. Everything else looks pretty good, maybe a bit more could go in the Mobo, but not really a problem.
I'm going to build my own pc and I was just wondering if it will work fine with these settings.
[HDD] Seagate Barracuda 7200RPM 500GB € 55,10
[DVD] LG GH24NS90 Black € 14,57
[Case] Antec One € 45
[CPU] AMD FX-8150 Watercooling Black Edition(8x 3.6ghz) € 234
[PSU] Corsair Builder CX500 V2(80% bronze) € 49,50
[RAM] Corsair Vengeance (2x4GB) € 36,05
[MOBO] Asus M5A78L-M/USB3 € 62,80
[GPU] XFX HD 6870 1024 MB DDR5 Dual Fan € 145,50
Fill out the new build form in the new build section of the forum if you want advice. Nobody can suggest what's right for you without knowing what your using it for, where your buying from, what your monitor resolution is, your budget, etc, etc.