Skylake:
Skylake is basically Intel's upcoming generation of CPUs. They have lower power consumption, slightly lower heat output (compared to previous CPUs at the same speed, Skylake should run a little cooler), and they have a much more powerful integrated graphics unit (still won't hold a candle to something like an NVIDIA GTX 970, but none the less respectable). It will also only work with new motherboards (that will also have some nice extra features). It will also support DDR4 ram. Since these are new chips (and motherboards) expect a price premium.
In terms of CPUs the already 1 generation old Z97 Intel quad core CPUs (i5 4690K and 4790K) will likely be more than enough for a the foreseeable future.
Advantages of building your own PC:
The biggest advantage of building your of PC is that you can get exactly the right parts for your needs and with proper research those parts will be high quality. For example, who makes the power supply or the motherboard for the PC you listed previously? IDK because they are not listed... to cut down on price they probably stuck a POS unit in there. When you build your own you can choose the best brands. In the end, you may not end up saving all that much money, but you have a vastly higher quality system. Nothing is worse than your PSU or motherboard dying on you. The OP has tons of info regarding which brands are best. Asus, EVGA, Corsair, Gigabyte and MSI are IMO the top brands you should look out for (there are more).
Requirements for VR
The requirements are all over the place because there are many different types of VR games that require varying levels of computer horsepower (Ex. Minecraft vs Crysis...). The first question you should ask yourself is what types of games do you play? Do want to play the latest AAA releases? When VR comes out would you want similar games in VR? Guess what, you need a "super computer". If you just want to play indie games and maybe the occasional big release with lower settings, then a mid-high end GPU should be fine for VR.
VR is still in its infancy. We really won't have an idea of what kind of GPU power is required until we get both games and GPUs that are specifically optimized for VR. Like launch games on console, expect launch games for VR to be unoptimized (as is the case right now with the DK2). In addition, both AMD and NVIDIA (GPU mfr) have a host of VR related optimization they will be rolling out to their newer GPUs. Expect this to take take time to be implemented.
Second, a "good VR experience" (high AND stable frame rates, in addition to higher resolutions such as 1440p) requires A LOT of power. Try pumping out a stable 100fps+ at ~1440p (high game settings on a detailed game) on anything other than a 980 ti or Titan X.... it is not going to happen. Even with those cards, you may not have an ideal experience. VR is demanding. If your frame rate is not stable, your experience will suffer greatly (more than on a monitor). Project CARS is a good example of a graphically intensive game that has VR support. Good luck running that in VR on anything less than a GTX 980 (and that will be at low to medium settings). Sure, you can run Team Fortress 2, but don't expect to max out high detail games on VR without a serious GPU. Again, ask yourself what type of games you want to play.
When you say "you just want to play VR", "plug and play"... I may be proven wrong, but I feel like that is a bit optimistic. Early days.