You will need ...
Motherboard
CPU ... inc cooler
Memory
Hard Drive
Graphics card ...
a bloody good one for games
DVDRom drive
Sound Card ...
if you want something a wee bit better than MB on-built
A Monitor ... 24" look std for gamers
http://www.aria.co.uk/Products/Components/
Sundry Items
A Case to mount it all in, no, it is a sundry item to me.
May/will prob need a Power Supply Unit in that case, as those generally supplied with cheap cases are detrimental to the health of your PC ... a card reader is handy if any members of the family have a digital camera.
DON'T SKIMP ON ANY COMPONENT!!!
All these bits plug into one another, can only go in their own relevant slots, press power switch, install Operating system & other software.
Enjoy!