I'm in a similar boat. I built a PC for Skyrim and put in a 2500K. I upgraded the GPU to an AMD HD7870 a few months later and haven't really felt the need to upgrade since.
The 2500K really is an amazing CPU and even with the old GPU I'm still nearly maxing most games at 1920 x 1080.
I'll probably upgrade the GPU when the next batch of nVidia chips arrive, but I still don't see the need to update the CPU.