US? Or overseas?
Cause if you're in the USA, I couldn't think of a better place to start then with this:
http://microcenter.com/site/products/amd_bundles.aspx
Pick up the FX-4130 with the MSI 970A-G46 AM3+ ATX for $139.98. This will give you an awesome upgrade path with the AM3+ socket, and the FX-4130 has four cores a wonderful clock speed.
Next, a graphics card a 650ti Boost 2gb is a great starter card that gives great budget performance:
http://www.newegg.com/Product/Product.aspx?Item=N82E16814130909&nm_mc=KNC-GoogleAdwords&cm_mmc=KNC-GoogleAdwords-_-pla-_-Desktop+Graphics+Cards-_-N82E16814130909&gclid=CJCHp7yezLgCFYuk4AodbV8ASQ
You can also try a Radeon 7850, which offers the same performance if you prefer a Radeon.
Like this one here:
http://www.ebay.com/itm/LN-MSI-AMD-Radeon-HD-7850-R7850-Twin-Frozr-2GD5-OC-2GB-GDDR5-Graphic-Card-/231022323780?pt=PCC_Video_TV_Cards&hash=item35ca00e844
For a case, I would reccomend a Cooler Master Haf 912, it comes with front facing usb and audio, plenty of space, stylish look, and an all metal chasis
http://www.newegg.com/Product/Product.aspx?Item=N82E16811119233
Power Supply: I use this in my PC, it works well, and the quality is robust, plus with plenty of cords and a good overhead it will allow you to upgrade later.
http://www.tigerdirect.com/applications/searchtools/item-details.asp?EdpNo=1857269&SRCCODE=WEBGOOPA&cm_mmc_o=mH4CjC7BBTkwCjCV1-CjCE&gclid=CKfSs_qfzLgCFcie4AodojEAfA
Last but not least, RAM, this one is a little tricky, check tech sites like newegg, amazon, and tiger direct regularly. You'd get stellar deals for 8gb of ram for around $40
All in all, 140 (CPU + MOBO)+160(GPU)+60(Case)+55(PSU)+40(RAM)= around $455
AND before you say it, yes I know you want it below $400, but save that extra cash, it will give you more freedom later on.