A few points -
1. You'll need a good motherboard, and one which is capable of overclocking. In the budget region, the AsRock Anniversary edition motherboard may be a good deal, otherwise I tend to recommend the Fatal1ty series boards, or an MSI Gaming series board.
2. You'll also be wanting as high speed of RAM as you can get, though by what I've heard, DF prefers lower latency to outright bandwidth, though undoubtedly you would see gains from any speed increase. GSkill AEGIS/Ares series RAM will probably be your best bet since they're low profile.
3. You will need a good CPU cooler to overclock with, your best bang/buck for overclocking will probably be a Xigmatek Dark Knight II, Coolermaster TPC 612, or a Phanteks PH-TC12DX; along with a suitable thermal interface compound. I personally prefer GELID GC-Extreme, though Artic MX-4 and Noctura NT-H1 are solid offerings, although GC-Extreme will stay frosty for longer, in my experience. (less frequent TIM reapplication)
4. Is DF the -only- thing you are making this computer for? If not, then an i5, i7, or a offering from AMD may be more suitable, as the majority of programs are tailored for quad-cores anymore.
That's just my input. When it comes to hardware, feel free to ask me any questions.
DF uses only one core, so performance depends mostly on clock speed. If you overclock a CPU like shit it would make DF faster. Now overclocking requires extra cooling, I know some people even use water cooling.
Let's not spread misinformation here. Intel CPUs offer higher performance / clock compared to AMD offerings, newer CPUs on both sides for the most part deliver more performance/clock than older platforms (eg, the newest AMD APUs perform about the same performance/clock as Ivy Bridge, which is what, 2 generations behind Intel's offerings and about 15-20% slower/clock?). And water cooling is actually only middle-grade. There is also mineral oil immersed rigs, and I know people running peltiers to keep their CPU sub-zero 24/7, and then there are the liquid nitrogen / helium junkies scoring overclocking records. But most of that is besides the point.
Also, don't take my statements as AMD being a bad choice, on the contrary, I only buy AMD (Brand loyalty + someone has to keep them in business.) And I just prefer overclocking with them, though that may be from a biased point of view.