Buy the Q9450 by Intel,it is the bettest CPU at the moment,good and fair price and extremely high perfomance.Many people bought the Q6600 by Intel in the past and now they get kinda a kick ass,because they couldn't wait.
Like B mentioned,8GB is totally useless,no games needn't so many RAM,almost 2GB RAM are enough and 4GB are kinda overkill,but it is important which RAM you wanna buy,most people buy 2GB DDR2 800 and few people buy DDR2 1066 RAM,but there are also less mainboard with a support of 1066,most of them support 800.
Mainboard,puh there are so many mainboards and it is very hard to make a good decision,but MSI and ASUS are probably the bettest mainboard producers,for example MSI's P7N SLI Platinum or P7N Diamond or ASUS P5N32-E SLI PLUS,these mainboards are very good,ok they aren't cheap,but you get a nice quality and performance with those mainboards.
About the VGA,hmm lots of people recommend the 8800GTS with 512,because it is not really a expensive VGA,but you get a high performance with this one,but also the 8800GTX is pretty good,it is the same like with the mainboards,too hard to make a good decision,but the 8800GTS and 8800GTX are extremely good at the moment,don't bother about the 9800GX2,ok the performance is very high,but it is important to know which res and quality of games you wanna use,I think you are going to play on highest details and a high res,isn't it,so a 8800GTS and 8800GTX it enough for it.Don't forget,the currently price of the 9800GX2 is about 600$,so extremely expensive and in some months this card will be old and a new VGA is at the top.
At the moment,it is enough to buy 500GB - 1TB HD (harddisk),the bettest HD producers are Seagate,Samsung and Western Digital.
PSU it also very important,sure the hardware stuff is fast,but they also need some power,PSUs by Be Quiet and Corsair are good,so if you wanna have some extra power,get a 700W PSU,like I do.
I don't know if you wanna play with headset / headphone or with a sound system,so the currently bettest sound card is the X-Fi series by Creative,the quality of sound is amazing and the features are impressive and kinda funny.
The design of your PC,in other words the chassis,I have a case by Thermaltake,they are big and much space for your hardware and also good quality.Take a look at their homepage
Thermaltake,because there are so many nice chassises,so it is up to you which chassis you wanna buy.
And laso,but not least,the operating system (OS),I don't like Vista,it is a bad and suckin OS,it doesn't supporz any games in a good way,it is much better for easy office stuff,but if you wanna play games,it get annoying.I personally prefer more Windows XP,it supports all games and software,sure it isn't perfect,but it is the bettest OS at the moment.At my currently school we are talking only about Vista and my teacher has also the same opinion about Vista like me,Vista = ****,get XP.
I hope I could help you and the rest of your PC is up to you.