That particular model comes with no CPU cooling other than the stock cooler, an unbranded SSD, an unbranded power supply and unbranded RAM. For that amount of money I'd be expecting a bit more - especially in the power supply department. Also, +1 on working out what sort of gaming is being done. If it's graphics intensive, it can be better to spend more on a video card and less on a CPU. MMOs for example are much more graphically forgiving than FPS, and strategy games can tax the CPU more than the video card.
Self-build is great if you have the time and the inclination - and sites like PC Part Picker are really good for getting bits that all fit together. It ends up being like very expensive lego... Another benefit for me, is that I've known (and had the confidence to tackle) how to replace a faulty motherboard, add SDDs, replace a CPU fan and add a USB3 PCI card over the years without having to resort to paying someone else to do it.
This build for example (sorted just by looking at your price range)
https://uk.pcpartpicker.com/guide/XrRscf/1300-gaming-build
Has a better video card, & CPU as well as branded everything ("Better" in terms of PassMark results here:
http://www.videocardbenchmark.net/high_end_gpus.html) but the motherboard is an older socket type.
In terms of future proofing - technology is a lot slower to advance than it was 10 years ago. My i5-2500 with 12Gb RAM & GTX660 was built in 2011 and still plays everything I throw at it - although some high performance games do need to have the graphics toned down. I can live with that. As long as you can continue to add the latest parts to the motherboard, you'll be OK. Once you hit the limit of the board's memory capability (in your case 64Gb), or want to upgrade to a CPU that won't fit, it'll get expensive again as you'll need a new motherboard on top of everything else. Stuff not "directly" connected to the mobo - power supply, SSDs, fans, coolers, cases, optical drives, etc all tend to have universal connections that will allow them to be upgraded/replaced no matter what. The Gigabyte motherboard in your choice is actually pretty future proof (as long as you stick with Intel processors) I'd guess for at least 5 years.
That's my tuppence.