Welcome to the forums
A website you may find useful is pcpartpicker.com - they get prices from a variety of retailers, and when you select parts it'll automatically filter out parts that aren't compatible, which is really helpful for a first time builder.
I've put together a very rough build for you here -
http://pcpartpicker.com/list/dm2bjcTo outline the differences:
The GTX 950 is significantly more powerful than the GT 730, which isn't really suitable for a gaming card.
The CPU and chipset are newer, meaning I've chosen DDR4 RAM as the board in "my" build doesn't take DDR3.
I generally avoid MSI boards where possible due to previous bad experiences.
Where would I improve my selection? I'd really try and squeeze in an SSD if at all possible as it'll make a huge difference compared to a HDD. Other than that I'm not sure where I could make any cost effective little upgrades as the next in line Intel CPU worth buying adds quite a bit to the cost, but it's an option for the future perhaps as you could easily drop in an i3, i5, or even an i7.
It may be worth exploring an AMD-based option although that leaves you with less of an upgrade path - I don't have much time to check into that right now but I'm sure camerongray will be along shortly to offer some thoughts on this and probably improvements to my very quick thrown-together build above