From the sound of it, you are expecting too much from your system.

Currently you are limited by your video card, the GTX 460 while a good mid-range card does have its limits, so you might want to lower some settings if you want to play in windowed mode.
For us to advice, you would need to list the resolution at which you play and the settings of the game.

As to you getting the best CPU, I assume from what you write you got a FX-81xx, and sorry to say, but that is NOT a good CPU for gaming, the older Phenom II line is actually better at gaming, and both are overshadowed by Intel i5 2400 and above when it comes to gaming that are well threaded, and if limited to 2 cores even the i3 21xx is better.

If, as you say, this PC was build specifically to play FFXIV you went way overboard with memory, 8 GB is currently the sweet spot.
However, you can put some of that memory to good use, if you make a ram-drive and run FFXIV on that. You should see a good speedup in towns unless you are already running on a SSD.