Ultimate $4000 PC?

[PCMasterDebater]

I would do it something like this.

 

PCPartPicker part list / Price breakdown by merchant

CPU: Intel Core i7-7700K 4.2GHz Quad-Core Processor  ($329.99 @ B&H)
CPU Cooler: Noctua NH-D15S 82.5 CFM CPU Cooler  ($89.19 @ Amazon)
Motherboard: Asus MAXIMUS IX FORMULA ATX LGA1151 Motherboard  ($352.99 @ B&H)
Memory: Corsair Dominator Platinum 32GB (2 x 16GB) DDR4-3000 Memory  ($249.99 @ Jet)
Storage: Samsung 960 Pro 1.0TB M.2-2280 Solid State Drive  ($629.95 @ B&H)
Storage: Western Digital Black  6TB 3.5" 7200RPM Internal Hard Drive  ($279.00 @ B&H)
Video Card: EVGA GeForce GTX 1080 Ti 11GB Founder Edition Video Card (2-Way SLI)  ($720.00)
Video Card: EVGA GeForce GTX 1080 Ti 11GB Founder Edition Video Card (2-Way SLI)  ($720.00)
Case: Corsair 900D ATX Full Tower Case  ($336.95 @ Jet)
Power Supply: SeaSonic PRIME Platinum 1000W 80+ Platinum Certified Fully-Modular ATX Power Supply  ($199.00 @ SuperBiiz)
Operating System: Microsoft Windows 10 Pro OEM 64-bit  ($99.99 @ Amazon)
Total: $4007.05
Prices include shipping, taxes, and discounts when available
Generated by PCPartPicker 2017-03-14 11:30 EDT-0400

 

That should get you the best of everything. Case is big enough if you choose to watercool anything down the line. Plenty of expandability. Note: There are plenty of cases that are cheaper that can serve the same purpose though.