Welcome to Tom's Hardware,
You can easily build a better computer for less than an Alienware but you won't get the support Dell provides.
I threw together a more powerful build for about $50 less at PCPartPicker here - it is overkill for a gaming rig -
http://pcpartpicker.com/ca/p/vp0W in about 15 minutes although there are differences which rarely might be better on the Dell. The Dell uses a Socket 2011 motherboard which does allow for 4 channel memory, the Socket 1155 (I chose) only has 2 channel memory. If considering adding additional video cards in the future, the 2011 board allows for full bandwidth through all PCIe slots, the 1155 board is limited to half speed on the second slot. (which covers all the differences). Now I'm going to show you a Monster gaming rig (also on PCPartPickers) for about the same as the alienware, nope still short
http://pcpartpicker.com/ca/p/vpib or even this (better)
http://pcpartpicker.com/ca/p/vpoK for $55 more than the Dell
For boutique builders there is CyberPowerPC http://www.cyberpowerpc.com/category/intel_pc/ note that the X79 builds (socket 2011) start at a lower price point than Alienware but the price does not include the operating system installed so figure another $100 for that
If you would like, I will explain my choices but I think that should be enough to absorb for now