Hope this might help because I am looking at making a gaming rig as well.
I am looking at a very small budget but here is a starting point for you.
As I live in Australia these components will set me back approx $900AUD so depending on where you are I am sure you can squeeze a whole rig in there somehow
Intel E8400 or E8500 for cpu
DFI X48 or P45 motherboard
4GB or 2GB DDR2 RAM (waiting for an answer on how much is enough for Black Shark)
Nvidia GTS 250, GTX 216 or ATI 4850, 4870
WD 150 GB velociraptor HDD
I just looked up these components on NewEGG and they will set you back $710 US (4GB RAM) so you still have $300 for case PSU etc...