[EXreaction]

For a budget gaming build I'd take AMD for price/performance.

Newegg.com - AMD Athlon X2 4850e 2.5GHz 2 x 512KB L2 Cache Socket AM2 45W Dual-Core Processor - Processors - Desktops
Newegg.com - ECS A770M-A AM2+/AM2 AMD 770 ATX AMD Motherboard - AMD Motherboards
Newegg.com - CORSAIR 4GB (2 x 2GB) 240-Pin DDR2 SDRAM DDR2 800 (PC2 6400) Dual Channel Kit Desktop Memory - Desktop Memory
Newegg.com - SAMSUNG HD642JJ 640GB 7200 RPM 16MB Cache SATA 3.0Gb/s Hard Drive (Bare Drive) - Internal Hard Drives
Newegg.com - LITE-ON Black 20X DVD+R 8X DVD+RW 8X DVD+R DL 20X DVD-R 6X DVD-RW 12X DVD-RAM 16X DVD-ROM 48X CD-R 32X CD-RW 48X CD-ROM 2MB Cache SATA 20X DVD±R DVD Burner - CD / DVD Burners

Newegg.com - Microsoft Windows Vista Home Premium SP1 64-bit English for System Builders 1pk DSP OEI DVD - Operating Systems

Newegg.com - Hanns·G Hi-221DPB Black 22" 5ms Widescreen LCD Monitor 300 cd/m2 1000:1 Built in Speakers - LCD Monitors

$532 - $30 (MIR) = $502 + S&H

All you'd need is a case and a power supply, which would cost about $100-120.

For a better (I'd have to guess about 3-4x as fast on average) video card I'd go with an ATI 4850, but you can stick with the 8600 for now.