Keep this in mind:
A good motherboard will be about $200.
A good PSU will be $50-$100.
A good CPU will be $100-$200.
A good GPU will be $150-$250.
A good case will be about $150.
A good HDD will be about $100.
A good DVD drive will be about $50.
Then add a mouse, keyboard, monitor and speakers for $250.
Gaming PCs are expensive.
Oh and is playing Skyrim on the PC a lot more fun?
I wouldn't say that. On the PC you're more prone to crashing and hardware-related problems, but on the other hand you have access to mods and the all mighty http://www.uesp.net/wiki/Skyrim:Console
If the latter two points don't interest you I suggest you stick with an Xbox/PS3. They are a far cheaper investment and offer just as much fun to those people that don't care about the more technical bits of gaming.