it all depends on your budget...
e6300 is a great processor, but if you pay more, you can get the higher performing e6600. so make a budget.
these parts are considered good bang-for-the-buck high performance components:
cpu: e6600
video card: 7900GTO
ram: 2 X 1GB PC6400 DDR2800 dual channel kit with 4-4-4-12 timings or if you can't afford that then 5-5-5-15 timings.
PSU: antec truepower II 550watt
etc..