Best option is, of course, building your own rig, but some people don't have time.
I've mentioned this earlier
here, it's always better/smarter to buy from small, independent boutique shops, instead of paying for big company's ads, you pay just the hardware and quality. There's a difference between Alienware and other true high end builders, AW outsourced their tech support and mass produce the units, a few steps closer to big brand name PCs.
The main concern over buying from small shops is how much longer the companies would stay in business, nonetheless, you'll have a quality rig that will last a long time.