I think it's typically cheaper to build your own, either through a website or get the parts yourself, although depending on where you shop you don't always save that much these days. I've been building my own rigs for the last 12 years or so, although I only upgrade every 3-4 years. I find it's more fun to do it yourself, and it's kind of nice deciding what goes in and what does and doesn't get installed.
That being said, I typically buy parts that are "last year" and save big money. A year and a half ago I built an 8 core AMD machine with an nVidia 660 GTX Ti Boost along with 8 GB of RAM. You don't need much more than 8 GB these days for most games, no matter what kids in Steam say. RAM is easy to upgrade later anyway. If you're thinking to the future you could go with 12-16, but anything more than that and you're overpaying big.
For the video card I would go with an nVidia in the $130-150 range and you should be fine, probably one of the 700 models as the 900s are too pricey still. I like EVGA's nVidia cards myself, they've always done well.
Thanks. That definitely helped me a lot.
For a processor you'll save if you go with an AMD, but I wouldn't get an 8 core like I did. Some stuff can support all those, but not a lot yet...I bought it mostly hoping that they'll get better utilized once Star Citizen gets optimized more. A Quad core AMD would save you some money and run perfectly fine, or if you want to go Intel you can actually do pretty well with some of the dual core i5s. Supposedly benchmark testing with some of the i5s have outperformed a lot of the quad cores in single threaded tasks. I'd stay away from the Intel quad core i7 unless you want to pony up the cash. I had one in a laptop and the damn thing wouldn't run cool at all, even after having the thermal past redone and a better fan installed.
As far as a motherboard, I typically get an Asus or a Gigabyte, they've always done well for me. Don't buy the cheapest model, but you don't need the most expensive. Just find one that's got good reviews and has all the expansion slots you're going to need/want in the future: available RAM slots and maximum allowed, 2x PCI express & SLI capable, SATA slots, IDE slots if you still have any drives that use them, etc.
Good luck!