Personally I would go NVIDIA for GPU.
AMD for CPU. You can often get a good deal on MB and CPU combos.
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Don't skimp out on a power unit either.
You also want a good motherboard. I believe you can use b450 boards with the latest Ryzen CPUs. These are much cheaper than new boards but can have a lot of the features such as built in WiFi etc.
I would try and get an NVME SSD to boot Windows on. Get one large enough to run your games on. Minimum 1TB really.
1TB SSD, WDS100T2B0C, WD Blue PC SSD M.2 2280, NVME Interface, 3D NAND, Read 2400MB/s, Write 1950MB/s, Read 410K / Write 405K IOPS, 5 Year Warranty
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A large HDD for media such as photos and music.
AIO water pumps are great and look wicked but I would recommend leaving that until future. The cooler that comes with an AMD Ryzen CPU is very good.
Make sure you research a good case too. NZXT make nice looking cases but they aren't the best for airflow.
I am looking to move into one of these soon.
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I have mine connected to my tv in lounge and use a wireless keyboard and dual sense controller.
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I would recommend Scan computers in Bolton for any parts. I've also used amazon and overclockers.
And this website is brilliant. Lots of tutorials and guides.
You can choose the parts you are interested in and not only will it find you a price but more importantly it will show if they are compatible with each other.