I would build it yourself, however even if you don't it is best to do some research before you buy, as some here have already said. It doesn't really matter the brand, as besides the new alienware dual gpu thing none of the companies use unique parts that you couln't buy yourself. They will all use an intel or AMD processor, some ddr ram, and an nvidia or ati video card. However the trick is in the details, and thats why you need to do some research if you are planning on buying a great gaming pc. This way you know you are getting quality parts in your computer. Here are some pointers:
CPU's have so many models its hard to keep them straight, you can't just go by the mhz or ghz either.
Intel has many different chips rated at the same ghz speed. You can get a P4 celeron, P4EE, or a regular P4 with either a northwood or prescott core. For gaming a celeron is out of the question. The P4EE is the chip to get if price is no object. A regular P4 is what you most likely will want (if you go intel), but if they actually list the cores of the CPU (not sure if they do this) its better to get a northwood core over a prescott, even thought the northwood core is older. It runs faster and cooler than the prescott. Its rumored intel is giving up on their future prescott->tejas cores because of heat problems.
Amd has many different chips too, athlon xp, athlon 64, athlon 64 fx. Athlon xp is their new budget chip as it was replaced recently by the 64 chips. The athlon 64 fx chip is like the p4ee, its the amd chip to get if price is no object. You will probably want an athlon 64 if you go with amd, and even though some athlon 64's run at the same "ratings" as the older althon xp's they typically run faster and with the extra 64 bit extensions.
They will all use ddr memory, but you want to make sure they are atleast using pc3200 (ddr 400mhz) preferably with a dual channel motherboard. probably 1gb for a great pc, 512 mb for a good setup.
Video cards are probably the most important part but there are so many model numbers it can be confusing. Nvidia's new cpu the 6800 is their fastest or you can go with their former top of the line the 5950 or 5900, but a 5700 is a bare minimum for a good gaming pc. For Ati they have the new X800 for their top of the line, and the 9800xt as their former, with the 9600xt being the min for a good gaming pc. Try reading some benchmarks at anandtech.com to see what video card you want for what price.
I've probably confused you more but I would research and try and pick my parts with whatever brand I ended up getting. Otherwise you will think you are getting a great gaming pc cheap only to find out the 3.0 ghz chip they gave you is a celeron, and the video card they listed as "500mhz" is a budget card (ie. Nvidia fx5200 or radeon 9200) with about 1/4 the performance of the good cards.
Oh, buy the way, how the heck do I integrate a personal emoticon (eg. a picture of Ron Jeremy, or Link) next to my messages like you guys do? I'm so jealous of you all.
