First, I don't know your budget, so I'll just give ideas based upon what I would do if it were me just building a gaming box, and with a modest budget.

I would build my own--that's what I always do. You don't necessarily get less expensive that way, but you get higher-quality components for a decent price that way. I usually have an idea of what I want, watch for things to go on sale, then buy at that time.

First consideration is your CPU. There's Intel and AMD, and frankly right now I think you get more bang for the buck with AMD. I'd probably get a Ryzen 9 for about $450. You could go more expensive, but that would be beyond my budget. Frankly, right now, the $450 is too much for me, so I'd probably get a Ryzen 7 (3800x for $339).

I'd probably get a combination motherboard and CPU from Newegg. I'd look there, but just taking a quick look, this combo looks OK. There are more expensive ones, but this would do the job fine I think: https://www.newegg.com/Product/ComboDealDetails?ItemList=Combo.3955572

With gaming, your speed comes from a good video card, and decent RAM. RAM is fairly cheap, but video cards can get extremely pricey. I'm too cheap personally to buy a really expensive card, but even the reasonable ones will do well for you. You can spend less than this too, and get a decent card, but I would consider something like this:


For your memory, I would try to get about 32GB. You can pay attention to the RAM speed. I'm not an expert here, so I can't tell you what might be best, but I'd probably go for something like this:


Next, I'd get an M.2 NVMe drive, of at least 1 TB. This looks like a stick of RAM, and functions as a hard drive. These are even faster than SSD drives, and this is where you'd load your OS and the applications you run. This is a pretty nice one, though you could go less expensive and still be ok:


Beyond that, I'd get a standard 2 TB hard drive for data storage (~$100), a case with plenty of air flow and fans (I usually watch for sales and spend about $45), a good power supply (sales again, between $50 and $75).

That's the basics. If you get a higher-end CPU (like an i9), you'd also probably have to invest in a closed-loop water cooling system. I don't remember how much those go for, nor am I very knowledgeable on those, so I'd just google to figure out what you'd need.

I don't know if that helps. If you built what I described, you'd have a really rocking machine. Not high end, but still very good. You could also spend a lot less than what I linked about and still probably have a very good box.