Many of those parts aren't available outside the US just yet. And $800 should actually get you pretty fair.
Any particular website or store you can shop at?
Here is a rough guide you can use when picking out components:
[PCPartPicker part list](http://pcpartpicker.com/p/KFZC4D) / [Price breakdown by merchant](http://pcpartpicker.com/p/KFZC4D/by_merchant/)
Type|Item|Price
:----|:----|:----
**CPU** | [Intel Core i5-4440 3.1GHz Quad-Core Processor](http://pcpartpicker.com/part/intel-cpu-bx80646i54440) | $179.98 @ SuperBiiz
**Motherboard** | [MSI H87M-E35 Micro ATX LGA1150 Motherboard](http://pcpartpicker.com/part/msi-motherboard-h87me35) | $65.38 @ Newegg
**Memory** | [Corsair Vengeance 8GB (2 x 4GB) DDR3-1866...