If I had the money right now, I'd got with a setup like this:

CPU http://www.newegg.com/app/ViewProduc...116-184&depa=1
Motherboard http://www.newegg.com/app/ViewProduc...127-180&depa=0
RAM (I'd get 2 of these kits) http://www.newegg.com/app/ViewProduc...144-148&depa=1

This would be about $830 just for those 3. That's all I'd need, I don't know if you plan on getting a new case, hard drive, video card, etc etc etc.
I'd probably look around for a better than stock heatsink/fan... so add about $20-60 for that.