What's your budget? Are you planning on overclocking your CPU and GPU in the foreseeable future? What resolution will you be playing at?
Assembling a PC on your own by choosing each component is the smartest thing possible in my opinion. I'd suggest you give a read to Tom's Hardware, Anandtech and other web magazines and forums that may help you quite a lot.
First of all, you must set a gadget. We already know you want it for gaming purposes.
With only 4GB you may be short of ram in the future. You can get 8GB at reasonable prices.