So. You want a PC on the cheap. Maybe $200-$600 that can play games on high settings.

Start with local listings. Craigslist if you are in North America. Ebay is also a good place to get deals.

Look around in your recycling centers near you too. You might be saying "BUILD IT YOURSELF MAN!" but sometimes OEM's have really easy upgradibility.

For example, I recently just purchased a Dell T3400 with a Core 2 Quad Q9300, a Samsung 840 PRO 120GB SSD, and 8GB of Corsair RAM for under $80 bucks.

However, if you really want to build it yourself, start with a motherboard.

On a side note, I really prefer ASUS boards, but whatever you can find that isn't a Intel OEM board is good enough.

Here's my reccomendations for motherboard chipsets with their corresponding socket and the reccomended CPU, from cheapest to most expensive:

X38 or similar, LGA 775, Reccomended Q6600 with "pad-overclocking"

X58 or similar, LGA 1366, Reccomended i7-920, Xeon E5640/X5640. OC motherboards are required to overclock Xeon/i7.

X79 or similar, LGA 2011 v1, Recommended Xeon E5-2670. 8-core, 16-thread CPU for $80!!!!