It's been some time since I did in-depth research, so this post will have some very general suggestions and guidelines.
CPU: Intel all the way. AMD is just inferior.
Motherboard: I would go with ASUS or MSI here, they're both reliable. Shouldn't skimp too much here, get a relatively good one.
Graphics card: Nvidia is generally better at performance, AMD is generally better at efficiency. Personally, I'd go with Nvidia. Especially for gaming.
Case: I'm a huge fan of Corsair cases. They have generally good airflow, and installation is easy. Corsair is pretty good at just about everything they do, though.
RAM: 8GB DDR3 here, you don't need more. Brandwise, I'd go with Corsair just to be safe, but there are other brands that are just as good at RAM.
Storage: You'll be getting a 1TB-2TB HDD for general storage, and you should decide whether or not you want an SSD to install your OS (Windows 7 or 8) on. If yes it's going to increase the performance of your OS by a lot, and you will also have next to no startup time. A lot of people consider these a must-have. Unfortunately, the money must come from somewhere.
Power supply: 500W-600W depending on the rest of your computer. Will likely not be more than 550W. Reliability is very important here. There are a couple big brands that are good, but I think I might have mentioned that I like Corsair.
Other things to think about:
Display: Do you need one? 22''-23'' is a good spot to be in. BenQ displays are relatively cheap in this category. Going crazy here is very, very expensive.
CPU cooler: Do you need a third party cooler? They are a lot better than the stock ones you get with the CPU, but money. I've heard some good stuff about Coolermaster Hyper 212, either plus or EVO, doesn't really matter.
Keyboard/Mouse: I wouldn't worry too much about keyboards unless yours is falling apart. As far as mice go, Logitech is good and Corsair is good. Razer is pretty good, but depending on the mouse, it can have some hardware problems.
Headset: Do you need a headset? Again, Corsair is good, Logitech is pretty good, Creative is too heavy on the bass for my tastes.