If I was building one right now, I'd probably go for this:
CPU: Intel Core i5 2500K - $225
Motherboard: Gigabyte GA-Z68A-D3H-B3 - $159
(Gigabyte is just a personal preference for me, I have been using them for ages and found them to be superb. You can get cheaper than this if you want to go with the microATX form factor.)
RAM: Corsair CMX8GX3M2A1333C9 8GB (2x4GB) DDR3 - $89
(You could go with 4GB to cut down on cost, it's just that RAM is cheap.)
HDD: Samsung SpinPoint F3 1TB HD103SJ - $65
Graphics Card: EVGA GeForce GTX 560 Ti 1GB - $259
PSU: Corsair HX-650 PSU - $139
Case: CoolerMaster Centurion 5 II Black (w/o PSU) - $79
DVD-RW: Go with whatever on this one, cheapest I can find is about $30 here.
Total: $1045
All the prices listed are what I can buy them for here in AUD though. I'm almost certain you can get them cheaper where you are.
Some slight alterations to save a bit of money and that these parts were available on the first PC hardware website that had CAD prices, feel free to shop around:
CPU:
http://www.directcanada.com/products/?s ... ture=INTEL $220.25
Motherboard:
http://www.directcanada.com/products/?sku=11830BD4863 $126.92
RAM:
http://www.directcanada.com/products/?s ... e=KINGSTON $40.87
HDD:
http://www.newegg.ca/Product/Product.as ... _-22152185 $74.99
(Had to go elsewhere for this one, the selection was pretty bad on the other website)
Graphics Card:
http://www.directcanada.com/products/?s ... cture=ASUS $192.12
PSU:
http://www.directcanada.com/products/?s ... re=CORSAIR $100.25
Case:
http://www.directcanada.com/products/?s ... OLERMASTER $79.69
DVD-RW:
http://www.directcanada.com/products/?s ... re=Samsung $21.80
It's around $850. If you went with a mATX form factor motherboard, you could potentially save around $50 but you might need to check if it supports DDR3-1600 for the RAM I listed. Another $25 saved if you opted for a smaller PSU, which could be done pretty safely if you're only running a GTX560. The case, probably another $25 to be saved there depending on how trashy you want it to look. You could also buy the i5 2500 (non unlocked variant) for approximately $195 and save yourself another $25. I just chose the 2500K because I've read overclocking it to 4.5Ghz on air is rather easy on the unlocked and I tend to overclock the CPUs I buy.