To add to what deienache said, if you are on a budget, as I was on my current build, go APU. I'm running the a10 6800k, 16GB of beefy dd3, water cooled, in an ITX build and my over all costs at this point are still under or right around $550-$600. I've got the thing running stable at 4.8Ghz, limited only by the general system temps being outside of where I want to see them (a common issue when you go ITX). With a few more little air flow improvements and a better NB cooler, I'll be running her at 5Ghz, and I'll OC my 1866 Ballistix Elite to 2133 and still have temperature head room to play with. Build log is on going in the AMD build logs section if you wanna check it out...but I digress.
That to say, you can go with the A10 6800k, an MSI board to run it, 8GB of decent ddr3 and you'd have the mobo kit covered for $275 or less and be able to handle most games on the market without a problem running at stock settings. With the FX-8350 going for around $200 and AM3 boards fetching high prices as well, you'd be looking at about $375 for similar quality build in the FX-8350 range...granted that extra hundred dollars does fetch a fair bit of extra power, but then you also need a GPU, bringing you up closer to the $475 range if you go decent range GPU.
Bottom line, go APU if you're on the cheap, but go FX-8350 if you have a little extra coin and want better expandability in the future. Just my two cents.