Multitasking/multi gaming at once, which hardware matters most?

What's the most important hardware to focus on if I want to run multiple games and once? I like to play the AH on wow so I have it up on one monitor so I can check if I've been undercut and re-up.

I like to play other games on my main monitor and often watch movies on the third.

Between GPU, CPU, and RAM what would be the highest priority? I'm looking to have solid options on all but which should I pump the extra room in my budget into? Or should I spread it out amongst all?