before you guys start ripping at Alienware/Dell, think of the good and bad..
Bad: Cost obviously..
Good: if anything breaks, you don't have to do any troubleshooting, call them and they'll be at your door in 24 hours (if they have the parts) and fix it for you... Less hassle and if you think the extra 30% premium you pay just for the sake of ease of mind and warranty, then go for it is my $0.02
Their Alienware Tower Cases are dang sexy tho.... now....
I own a Alienware M11x (netbook on steroids) and the hinge on it broke after 6 months, they came and replaced my entire monitor cover the next business day.. +1 for that
If you want to build your own, it's probably the best way to go if you want to maximize air flow, cable neatness, you can add your own mods, etc, etc.. I got a HAF X, GTX 580 and i7, added with 3x 7200 drives, 2x 10K RPM velociraptors and a SSD Boot Drive, with the see thru side panel and 2x thermaltake blue LED, I stare at my box more than I stare at my GF, don't tell her I said that...
The Bad: if it breaks or acts funny one day, be it BSOD or my favorite frag game just don't work right, I have to troubleshoot it myself, find the part in question and bring it to the distributor myself.. all this: /time consuming...
Ive seen a shop on top floor of Wan Chai computer center, I don't remember name but you cant miss it, he has a bunch of liquid cooled rigs running and displayed in the window.. He does "enthusiast" rigs based on what you want, I am not sure of price..