Yes, the i7-5960X is the most powerful "Haswell-E" processor for mainstream consumers/enthusiasts. The X99 chipset is also compatible with "Haswell-EP" Xeon procs (E5-16xx-3 and E5-26xx-3 families), the top end models having up to 18 cores (and 36 threads, with HyperThreading) and an astronomical pile of on-die cache. Most X99 motherboards support "only" 64GB or 128GB of DDR4, but a few claim to support up to 1TB of DDR4 (when such high-density RAM chips actually become available). DDR4 is capable of far greater speeds (data bandwidth) than extreme DDR3.
Intel's LGA1150/i7-4790K is currently their fastest processor in terms of raw clock speed (4.0GHz-4.4GHz). On a Z97 motherboard, of course. This seems to be the most popular "new-computer" gaming build these days.
AMD's AM3+/FX-9590 is currently their fastest processor in terms of raw clock speed (4.7GHz-5.0GHz). On a RV990FX+SB950 motherboard, of course.
All of these chips are rated for huge power consumption and require potent cooling. AIO water coolers are the mainstream expectation now, but ridiculously massive air coolers are sometimes a good option.
Nobody builds an "elite" computer without a mighty GPU or two (or more). AMD R9-290X and NVidia GTX980 cards are solid buys, but you could buy a Titan X (or two) if you really want to game huge fps across multi-display 4K resolutions.
This site has a fair breakdown of what's out there, what it does, and what it costs. Not a truly comprehensive list, but a decent baseline.
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