Unless you would like to do that retro-style, 99% of all PC gaming distribution is through online services such as Steam, or Humble or a few other places, but its 99% Steam since those other places just give you Steam keys.
Please keep in mind I have not built a gaming PC in 10 years and I have been Mac/Console ever since
PCPartPicker part list / Price breakdown by merchant
| Type | Item | Price |
|---|---|---|
| CPU | Intel Core i7-4790K 4.0GHz Quad-Core Processor | $326.99 @ NCIX US |
| CPU Cooler | Corsair H100i 77.0 CFM Liquid CPU Cooler | $99.99 @ Amazon |
| Motherboard | Asus Z97-A ATX LGA1150 Motherboard | $137.99 @ SuperBiiz |
| Memory | Apotop 16GB (2 x 8GB) DDR3-1600 Memory | $99.00 @ Amazon |
| Video Card | XFX Radeon R9 295X2 8GB Core Edition Video Card (2-Way CrossFire) | $629.99 @ Newegg |
| Video Card | XFX Radeon R9 295X2 8GB Core Edition Video Card (2-Way CrossFire) | $629.99 @ Newegg |
| Case | Phanteks Enthoo Pro ATX Full Tower Case | $99.99 @ Amazon |
| Power Supply | EVGA SuperNOVA G2 1600W 80+ Gold Certified Fully-Modular ATX Power Supply | $289.99 @ Amazon |
| Operating System | Microsoft Windows 8.1 (OEM) (64-bit) | $93.99 @ NCIX US |
| Monitor | Asus PB287Q 60Hz 28.0" Monitor | $561.99 @ SuperBiiz |
| Prices include shipping, taxes, rebates, and discounts | ||
| Total | $2969.91 | |
| Generated by PCPartPicker 2015-03-07 01:12 EST-0500 |
I would start closer to here.