Here is my two cents.
1. If you actually look around at multiple websites and not just newegg, like tigerdirect for example, you are going to find all the parts cheaper. I just built a new computer a month ago for around 760 bucks and if alienware did the SAME exact setup im sure they would have charged me 1500 dollars or more!
2. The only problem is I have to disagree with a lot of replies on this post. It isn't as simply as putting lego parts together. I mean it is for getting the parts on the board, but computers I much more complicated than that. I know anytime I build a new system, I can't just throw the parts on the board and boot right up. Maybe I am a noob, but I always have to spend an hour or two troubleshooting. The problem is that computers are very picky and if you have the slightest thing out of line it won't boot.
For example. AMD motherboards put the pins for the power, hdd, and reset jumpers of cases at the back of the board for some awful reason. Unlike Intel boards that put it at the front. I have always gone AMD just by personal choice, but my case is really screwed atm. The cords for those jumpers have been streched to the max. I was computerless for a weekend almost because of that short in the wires. I kept getting this "USB Over Current Status. System Shutdown in 15 seconds" error. I am actually having to order a new case tomorrow because if I do a shutdown on my computer instead of a restart there is a chance my computer won't boot up again.
I am not trying to scare you into going with alienware. I personally never buy pre-built systems, but I would hate for you to spend all that money trying to build a new system and not get it going.
My question for you would be do you have any computer savy friends? Because what I would do in your position is go with the custom built system IF I had a friend that would be willing to help build it. You could have that friend come over and tell you where to put each part and basically let you build the system. Then if you run into any issues on the boot up like I always do they can be around to get it going for you.
That's my two cents.