I'm not a big fan of alienware, since Dell owns it and I hate Dell for many, many reasons... however, ibuypower.com and cyberpower.com sell some excellent and affordable gaming rigs if you want to go that way. Newegg.com has some prebuilt systems in stock as well.
Of course, if you want to build a machine yourself... this forum is full of helpful advice!
Current build:
Cooler Master HAF 922 case
Thermaltake 750 watt modular psu
MSI P67A-C43 board
8 GB Corsair XMS DDR3 1300
Intel core i5 Sandy Bridge quad core@ 3.3 ghz
MSI GTX 570
WD 2 TB HDD
64-bit Windows 7
Rosewill USB Wirless Adapter
LG Blu-Ray DVD Combo Drive
I'm a PC!