Nehalem isn't going to be cheap enough to even build a PC with a 2,500 budget. The mobo for the new socket is going to cost a ton, and the processor itself will cost even more. Not to mention its power will be useless. A lot of posts I see around here keep telling people to wait, but the fact is that something new is going to be coming out soon after each new part is released. If it's time for you to upgrade, then upgrade, there will always be new parts, and unless PC game companies decide to make games for the 1% of the population that is a enthusiast(lol) your PC will smash the latest titles. My suggestions...
Motherboard
Newegg.com - GIGABYTE GA-X48T-DQ6 LGA 775 DDR3 Intel X48 ATX Intel Motherboard - Intel Motherboards
One of the best motherboards on the market right now in my opinion. With ATI having amazing new cards, 2 PCI 2.0 slots is awesome. Supports DDR3 and the fastest processors.
Processor
Newegg.com - Intel Core 2 Quad Q9450 Yorkfield 2.66GHz 12MB L2 Cache LGA 775 95W Quad-Core Processor - Processors
Overclock it, love it
Oh, don't forget a fan if you do... Will drop your processor under a full load 10-15c
Newegg.com - ZALMAN CNPS9500 AT 2 Ball CPU Cooling Fan/Heatsink - CPU Fans & Heatsinks
Memory
Newegg.com - CORSAIR XMS3 4GB (2 x 2GB) 240-Pin DDR3 SDRAM DDR3 1333 (PC3 10666) Dual Channel Kit Desktop Memory - Desktop Memory
1333 MHz, matches your Processor, DDR3, incredibly fast, Corsair, nothing else to say.
For your video card, take some advice around here and choose one, any will work great. Personally I like Nvidia, and EVGA because they are reliable. If I was to pick for you...
Newegg.com - EVGA 01G-P3-1280-AR GeForce GTX 280 1GB 512-bit GDDR3 PCI Express 2.0 x16 HDCP Ready SLI Supported Video Card - Desktop Graphics / Video Cards
Power Supply
Newegg.com - Thermaltake Toughpower W0172RU 850W ATX12V / EPS12V Power Supply 100 - 240 V CB, CE, FCC, TUV, cUL - Power Supplies
850w, lots of connectors, will be plenty for what you need, anyone who tells you that you need a 1000w psu is a tard.
with my suggestions your looking at 1500, that gives you 1000 dollars to play around with smaller things, like a case, a monitor(good ones arent more than 300-500...) hard drives, keyboards, mice. etc.
Anyways, thats my suggestion. btw hi aion forums ;p
edit: telling him to get the new ATI gfx card, or any top end card in general, then telling him to get a 20-22 inch monitor is a travesty. 8-5-2 ms response time, it doesn't really matter. Unless your playing like FPS in the MLG 3-5ms isn't going to break you. -.-
Newegg.com - Westinghouse L2410NM Black 24" 8ms HDMI Widescreen LCD Monitor 500 cd/m2 1000:1 Built in Speakers - LCD Monitors