What ur missing is a big fat wallet or atleast a larger budget.
500 to 600 will get you nothing except the video card.
The computer u just said right there, is from 1 grand to 1500 bucks.
and thats just the 4 stuff in the middle that u wrote down.
If you want something cheap for gaming, let me give you a new check list.
CPU:AMD Athlon 64 4000+ (280)
Motherboard: DFI LanParty nF4 SLI-DR motherboard (155)
RAM: 1gb OCZ Enhanced Latency Platinum Edition (100)
Video Card(s): 2x 7600 GT (173 x2 = 346) for SLI
Sound Card: Creative Sound Blaster Audigy 2 Value SB0400 (64)
Case: Antec SUPER Lanboy (80)
Harddrive: Seagate Barracuda 7200.9 ST3120814A 120GB 7200 RPM (63)
PSU: Rosewill RD600-2DC-SL 600W Active PFC Power Supply SLI Ready ATX Form (68)
and the rest you can salvage from ur old computer
the total:$1,156 for everything above, the cheapest, yet uber pwning computer you can get!
without the SLI, it is $983
You can modify if you want to, stick with AMD though, their CPUs, after the price cut, is super uber low
the 4000+, with the RAM i showed you
http://www.newegg.com/Product/Product.asp?Item=N82E16820227209
is really really great
I got my 4000+ to 3ghz with the motherboard and RAM, yet something ( i think it was my PSU) was holding me back, so i never got stable at 3ghz, but it was mad fast at 3ghz
but you can get 2.9ghz
i stuck with 2.8ghz though to be safe.
It's still fast, now i have the FX-57 and i have 3ghz
Good luck