I need my own Desktop computer. Heard that building a PC yourself is alot cheaper than buying one that's already assembled. I have no idea where to start. That's why i could use some help!

Where for:
Graphic Design. 3D-Modeling & Animation. Gaming on Medium/ High-ish settings.

Include:
- All parts to make it fully function (+Cables?).
- 500GB HDD.
- Case, looks don't matter.

Exclude:
- Operating System
- Mouse + Keyboard
- Speakers
- Monitor
- CD-Drive

Budget:
€400 - €600 ($456 - $684). May be a bit higher if needed.

Extra:
How much better than my current computer?

Laptop, Intel Core i5-4200U processor. Intel HD Graphics 4400 1792MB Dynamic Video Memory. 8GB (DDR3) RAM. Bought for €600 a year ago.

Thanks in advance! Let me know if i forget something.