Find out what GPU it is that will be on sale for $250. If it's a 780Ti or an R9 290X, that's a good price, and you should jump on it.
I disagree with pcgamer4life. I don't think you need to do a good bit of research. It's not necessary with the advice that you've been given here. You've been given very good parts lists that fit your budget.
Watch build guides on Youtube. Those are very helpful. Search for Carey Holzman and watch one of his painfully long, painfully detailed build guides. If he doesn't cover a certain step for you, like how to install the CPU cooler you get if it's an aftermarket cooler, simply search youtube for "(your cooler brand and model here) installation guide" and you'll find it. There are a crap-ton of how-to PC videos on youtube. Some are horrid, but it's not hard to find good ones.
If you want to do research, and find out WHY the GTX 970 is currently the most recommended GPU, or why you are better off with a 4690K than an 8350, go for it. Will it gain you anything? No. In the end, the result might just end up being that you take what you gain from limited research and make a bad decision based on it. You've been given the right advice, and enough of it to safely go ahead and build this PC. Don't use Arctic Silver 5, don't build on carpet, use an anti static wrist strap or nitrile rubber gloves, or both if ultra paranoid, and take your time, and don't force anything, ever. You'll be fine. I assure you. This is not rocket science. It's putting 8 or 9 components together. Most things you will deal with only fit one way. Is it possible to make a stupid mistake? Sure. If you connect a USB2 header to a 1394 port, you might cook something on your motherboard. But that only happens to people who have their head in the clouds (or up a dark orifice) and don't follow instructions.
Your motherboard manual, a carey holzman build guide, an anti static wrist strap, and a good magnetized phillips head screwdriver are all you need to get this done.