CPU: http://www.newegg.com/Product/Product.aspx?Item=N82E16819115047
This is one of Intel's new 45nm Wolfdale processors, this will give better gaming performance than the Q6600 because of the higher clock speeds. It is also more power efficient and runs cooler.
CPU cooler: http://www.newegg.com/Product/Product.aspx?Item=N82E16835103031
Since the CPU is the OEM version, you will need a cooler, this will do fine and will be a lot quieter than the stock cooler.
Motherboard: http://www.newegg.com/Product/Product.aspx?Item=N82E16813128059
P35 chipset is what you need, and this is a great board for the price.
Memory: http://www.newegg.com/Product/Product.aspx?Item=N82E16820227267
You said you wanted 4GB, so here is some of the best for a great price too. CAS 4 timings will improve performance a bit too.
PSU: http://www.newegg.com/Product/Product.aspx?Item=N82E16817341010
The OCZ power supplys are manufactured by the FSP Group so you know you are getting a reliable solid PSU.
OS: http://www.newegg.com/Product/Product.aspx?Item=N82E16832116204
As you want 4GB of RAM, you will need a 64 bit OS, for all the memory to be addressed (32 bit OS's cannot address more than 3GB of RAM)
Case: http://www.newegg.com/Product/Product.aspx?Item=N82E16811233002
I've read some very favourable review about this case and it's a full tower, made from alumimium, and it looks great.
Disk drive: http://www.newegg.com/Product/Product.aspx?Item=N82E16827129009
You can't really go wrong here, but having a nice SATA interface with it's tidy thin cable is a plus.
GPU: http://www.newegg.com/Product/Product.aspx?Item=N82E16814127325
This will absolutely destroy two 8500GTs. It is a full G92 with all the 128 stream processors. Great price too.
I didn't add a hard drive as I didn't know how much space you'd need.
All that comes to $950 not including the $70 worth of rebates. So that's $880 and it will outperform the prebuilt by a fair margin, especially in games.