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Future-proofing: it's all a gamble..
Recently, the 2600k was probably the best example. I got the 2500k even though I could have picked up the 2600k, and regretted it years later. CPU really was topped out and holding stuff back, and at the same time simply not as smooth due to lacking the extra threaded resources.
Beyond that, good enclosures, good power supplies (even lower-wattage, my X650 is approaching a decade old and has seen multiple multi-GPU setups!), good peripherals and good audio stuff last.
CPUs (and accompanying motherboards and RAM) will be subject to the whims of the industry. Intel has had a hard time migrating processes, for example, which is one of the reasons that the 7- and 8-series were still on the Skylake arch, and why Intel popped out a six-core (and now potentially an eight-core) at 14nm when they'd planned to move to eight-core on a smaller process before now. Memory prices have been a shit-show all along, and memory technology shifts seem to have sped up a little. DDR5 will be interesting.
GPUs are a bit more steady though; unfortunately, that means that they're hard to 'future proof'. For those that don't have moving performance targets, i.e. are happy with 1080p60, that means that the price of entry for high-setting AAA-game performance has steadily dropped, while those of us that are interested in higher detail and higher framerate/higher motion resolution will have to keep up.
Not quite relevant to tthe thread but the reason for the recent change in intel processors with regards to more cores in consumer version is - i believe - due to amd getting their act together that actually provides a real competition.
Well the server processors had quite a few cores compared to the consumer version so I think it was obvious that intel knew how to make the chips they just didn't probably to prevent competition with the server chips which are quite expensive. Of course I could be wrong - they could have been planning on the 8700k release for years.