me! 3-4K on a PC?! That's crazy, but I'll throw together a rig for you w/ that budget. As mentioned, use pcpartpicker.com. Not only will it show you who has the cheapest price for the part, it will also tell you if anything you have selected is non-compatible.
Here is a three part video from Newegg that explains the parts, and building of a PC. I literally knew nothing about building a PC, and after about a month of reading online, and starting w/ those videos, I built my first gaming rig w/ no issue.
Part 1 -
http://www.youtube.com/watch?v=lPIXAtNGGCw
Part 2 -
http://www.youtube.com/watch?v=d_56kyib-Ls
Part 3 -
http://www.youtube.com/watch?v=RxaVBsXEiok
I was able to build a PC that will play all games with maximum or near max settings running at no less than 60 fps for around 1700.00 w/ all accessories and a monitor. At the most I may have to lower the quality of the MSAA (multi sample anti aliasing) from 8x to 4x, but TBH you can't really tell on a 23" 1080p monitor. I'm currently running this setup:
Asus Sabertooth Z77 Motherboard
Intel Core i5 3570k Processor
GTX 680 2GB GPU
Ripjaws Z 2133 Mhz Memory
3-4 thousand on a PC will be overkill, but will kick some series benchmarking ass and should be good for the next 5 years IMO. If I had your budget, I'd recommend this:
http://pcpartpicker.com/p/13Khl