alienware is owned by dell and rediculiously expensive.
you said you don't want to build your own, but you want good components you can customize your own computer at either memory expres or
www.ncix.com and put exactly what you want into it and have them build it for you. I think ncix does that free of charge..don't quote me on that though. but you have to pay for shipping.
if you have enough knowledge on the components but just don't want to put it together, this is probably the best idea.
i'm in the middle of building myself a high end system and my components will come from ncix and mem exp. and i'm putting it together.