First of all let me tell you that a PSU is indeed a most important part of a CPU. It is responsible for supplying component defined voltages to several components in a CPU. So, while building your own gaming CPU, you must choose the best one for your PC or else your system will be bottlenecked. However, so far there is no hard and fast rule as to know which PSU is best for a gaming PC. The only thing you need to know is that only 2 components are power thirsty - GPU and CPU. So you have to look for their practical power consumption before you could go for any conclusion. As you have not specified the parts which you used to build your gaming machine, I would thereby consider 3 cases for your build - Entry level gaming PC, Mid-end gaming PC and High-end gaming PC.
Now, let us suppose you are building an entry level gaming PC with atmost an ATI 7770 GPU and AMD FX 4300 CPU then you should go for atleast 350 Watt power supply. But always remember, you should only buy from trusted brands only. In this case, I recommend you to go for Antec Basiq BP350 350 watt Power Supply.
But If your system is above the entry level requirements then a 350 watts PSU will not serve the purpose. In this case, let us consider you opt for a Mid-end gaming machine with atmost a Nvidia GTX 960 GPU and AMD FX 6300 CPU, then a 450 Watt power supply would be the optimum requirement for your gaming machine. And as I already told above, never go for some local or cheap brands. In this case, I recommend you to buy Antec VP-450 PSU.
Now, lets consider our last case, when you opt for a high end gaming beast. where you would have embedded an ATI R9 290X and an AMD FX 8350 CPU. For this kind of setup it would be best to say if you opt for atleast a 750 watt power supply. And in this case, I recommend you to buy Corsair CX750 Builder Series PSU for your need.