I personally build my own systems because I can and it is far cheaper. Plus you get exactly what you want without a lot of crap tacked on. Unfortunately there is no warranty so if something breaks I have to fix it myself. I will try to offer some advice however in purchasing a canned system from Dell or Alienware.
The difference between Dell and Alienware are pretty slim these days. The biggest differences is in Support (Alienwares is still in-house I believe) and in parts used. Most parts that Alienware uses is the same that you could purchase in a store anywhere. This is what makes them far superior to Dell. Dell parts are manufactured to Dell specifications for a lot of components. This makes upgrading and repairing a Dell much more difficult, forcing you to go with Dell for this. Dell isn’t as bad at this as say Gateway, Compaq or HP are.
My biggest problem with Alienware is the fact that you are paying $500-$1000 for the name. Their computers are seriously over priced for what you get.
These are some things I would watch out for with a gaming rig:
1) Which brand of video card do you want to go with? ATI or NVIDIA? This is a key question you need to answer right from the start. Honestly there isn’t much difference between the two unless you want to get down to the nth in frames per second. ATI has been doing some weird things with their drivers lately so be careful. NVIDIA is still the leader in my opinion.
2) This leads into #2. Processor type and motherboard chipset. Which do you want; an INTEL Processor or an AMD processor? Again, this is all personal preference. INTEL is good at multitasking while AMD is just a good solid performer. Once you decide then its chipset type. If you are going to go INTEL I would recommend that you go with an INTEL chipset motherboard. If you go AMD you have 3 major choices for chipsets; ATI, NVIDIA and VIA. VIA is a general all purpose chipset that is fairly decent. Drivers are kept up to date and are easy to maintain. ATI and NVIDIA chipsets are specialized and are geared more to a gamers needs. This is where it ties in with video card choice. If you go with an ATI video card then you can go with an INTEL or ATI chipset motherboard. If you decide to go NVIDIA then I would recommend that you use a NVIDIA chipset motherboard. Even though I recommended before to go with an INTEL chipset with INTEL processors NVIDIA does make an INTEL chipset as well so you can do both. The key is to never cross-platform.... I can’t stress this enough... don’t put an ATI card on an NVIDIA chipset motherboard and vice versa. INTEL and VIA and pretty generic and you can go with either or in my opinion.
3) Make sure your motherboard does not have onboard video. Even though you might get an actual video card, the onboard video device does not always shut off and will cause problems conflicting with your component video card.
4) 750-1000Ghz WATT Power Supply minimum.
5) 2-4gigs of RAM minimum. I would recommend 4gigs or more for upcoming gaming needs.
That’s the basics. If I think of anything else I'll post it.