Since you're shooting for a gaming computer, you should put emphasis on the graphics card. I would use Newegg.com to find your parts and purchase them. They're reliable, have great prices, and ship fast. As far as parts go... Since you seem to be on a relatively tight budget, I would suggest going with an AMD processor. A dual core will be sufficient.
Here is a quick list of things you will need to purchase:
- CPU - I would go with dual core AMD. You can always upgrade in the future.
- Graphics card - I would go with an ATI 5000 series card or an NVIDIA equivalent
- Power supply - A power supply between 500 watts and 700 watts is good.
- RAM - 4GB is sufficient to start off with (maybe even 2GB). You can always upgrade in the future.
- Hard drive - Western digital blacks would be a very good choice
A couple optional things may include:
- CDROM/DVDROM drive
- Operating system
Some reputable brands to keep in mind:
- Western digital
I would probably try to stick to these brands for high quality products and good customer service if possible.
Pardon me for being a little obvious but, when picking out parts, make sure they are compatible with each other.. For example, if you pick out an AMD Phenom II X4 processor, make sure your motherboard it AM3 compatible since the processor uses an AM3 style socket. Same principle goes for RAM and other various parts.
I would personally pick out a motherboard to your liking first, then select the rest of the parts based off of the specs the motherboard has.