I built a new server this week for relatively cheap, $870 after rebates. The only thing really important is a good graphics card and like others have said the GTX 1070 seems to be the best performance for the dollar. I went with a MSI after reading about EVGA 1070's & 1080's exploding (catching fire). Apparently, they changed the reference design from NVIDIA and had some heat issues. The motherboard was Asrock z270 killer sli which has a lot of nice features like built in wifi and m2 slots, and of course gen3 pcie lanes 1@16x or 2@8x. The CPU, Intel G4560, is cheap but good enough that it won't bottleneck anything and that's all that matters. It has 16 pci lanes, only a dual core but intel put hyperthreading on kaby lake pentiums so 2 more virtual cores. The ram and case were whatever was cheapest at the time. Same with the power supply but if you change anything you need to calculate how much wattage you need. My build: CPU 54w + GPU 150w + MOBO & periph's 85w = Total 289w is easily satisfied by a 430w PSU.
Here's the complete parts list.
PCPartPicker part list
CPU: Intel Pentium G4560 3.5GHz Dual-Core Processor ($61.99 @ Jet)
Motherboard: ASRock Z270 Killer SLI/ac ATX LGA1151 Motherboard ($122.98 @ Newegg)
Memory: G.Skill TridentZ Series 16GB (2 x 8GB) DDR4-3200 Memory ($122.99 @ Newegg)
Storage: Intel 600p Series 256GB M.2-2280 Solid State Drive ($108.89 @ OutletPC)
Video Card: MSI GeForce GTX 1070 8GB Video Card ($394.99 @ SuperBiiz)
Case: Rosewill Stryker M ATX Mid Tower Case ($59.99 @ Newegg)
Power Supply: Corsair Builder 430W 80+ Bronze Certified ATX Power Supply ($52.77 @ B&H)
Prices include shipping, taxes, and discounts when available