"... under $800 ..." :-) A bit tight for a Socket 1366 system ... but doable.
First, don't compromise ... get an X58-based board.
If you don't mind "open box" this is a really nice deal for $175 (2 x16 and an x4 PCIe slots plus a PCI slot; and SuperMicro boards are VERY stable):
http://www.newegg.com/Product/Product.aspx?Item=N82E16813182166R... or if you'd prefer new, this has 2 x16 slots, SATA 6GB, and USB 3.0 for $210:
http://www.newegg.com/Product/Product.aspx?Item=N82E16813128423 (This is what I'd recommend)
$260 for the CPU is an excellent price ... Newegg wants $295.
So ... at this point (assuming the Gigabyte motherboard) you're at $470 for CPU + motherboard ...
You didn't mention memory, but I assume you need some. Here's a good choice for 4GB of DDR3 RAM for $106 (I always try to pick the standard DDR3 1.5v requirement ... tends to be the most reliable):
http://www.newegg.com/Product/Product.aspx?Item=N82E16820134810... up to $576 now ...
I do NOT recommend skimping on the quality of a PSU. Here's a good price on a quality unit ($70 after rebate):
http://www.newegg.com/Product/Product.aspx?Item=N82E16817139005... up to $646 ...
Despite your price goal, I'd recommend a Caviar Black series drive (which may put you a bit over) ... they're simply the best desktop drives, have a 5 year warranty, and you can get 1TB for $95:
http://www.newegg.com/Product/Product.aspx?Item=N82E16822136533... up to $741
This is a fine DVD drive for $24:
http://www.newegg.com/Product/Product.aspx?Item=N82E16827106335... up to $765 ==> and the only thing left is the case. Not going to get a quality case for $35 ... but this is a reasonably good one for only $70 (I've used it and really like the layout and excellent cooling):
http://www.newegg.com/Product/Product.aspx?Item=N82E16811119152Total is $835 for "... mobo, case, powersupply, disk drive, DVD-RW ..." AND memory! Note that if you used the SuperMicro open-box motherboard the total would be exactly $800 :-)
Note: I recently built a system with this case, and I REALLY like the case ... by far the nicest one I've used that's under $200:
http://www.newegg.com/Product/Product.aspx?Item=N82E16811112249 It would, of course, add $40 to the total ... but it's worth thinking about.