I think Newegg sells at least one MSI gaming laptop in the $800-$850 range I think.
I honestly don't know if it's any good, or if MSI in general makes good machines.
I was looking for a new gaming laptop as well, but most everyone I talked to told me a desktop is the way to go. I still haven't bought anything yet, so I don't have any advice in that.
It all depends on what you want to play and for how long. If you want to play things that are a couple years old, you will be fine, but if you are looking at this year's releases, you are close to the line. If you can play on medium, then you will be fine for longer. I was mainly looking for something that ran Skyrim and DDO a little better, ended up just saving the money for now.