First off let me say a couple things that seem to be wrong with what you were already planning on.
1) I think you are confused on the vidcard. As far as I know there isn't a GeForce 8600. You are probably either thinking of the GeForce 7600GT or something similar or perhaps the 8800GTS. If you have the money it is always nice to be on the bleeding edge of technology and go with an 8800 GTX but likely you are better going with something like the 7950 GT:
EVGA GeForce 7950 GT 512MB KO SuperClocked - $285.99 with a $20 mail-in rebate so total of $265.99
Great card, play any current game on high settings and will make future games playable for years to come. Good compromise between price/performance.
2) Memory, you really want to keep your memory running in Dual Channel. If you get 1.5gb you would not be doing that. You are much much better off getting 2gb (2 x 1gb sticks) or just staying with 1gb (2 x 512). Corsair, OCZ, G.Skill are all good brands. What you get sort of depends on whether you want to OC and how much.
3) CPU, the drawback with the E4300 that you were looking at is that it only has a multiplier of 9 and a 2mb L2 cache. HOWEVER, if you are really going to OC that chip that is fine because it OCs like a pimp and you can get up around 3.2 ghz which makes the smaller cache not matter and gives you some sweet performance for a very very low price tag.
4) MOBO, I don't know a ton but I have heard good things about the Gigabyte GA-965P-DS3 motherboard for use with that CPU. According to Anandtech they were able to reach over 3.3Ghz with that CPU and that Mobo on stock cooling: http://www.anandtech.com/cpuchipsets...spx?i=2903&p=2
The price on this Mobo is also very low: $132.99
So there ya go, that is some stuff to ponder