I think the answers so far have carried little info:
First, I dont recommend Alienware. Ever. They are notorious for their issues.
ROG was the benchmark standard (ASUS in general was) but this was about 2-3 years ago. Now their systems are plagued by minor issues, most comonly overheating and hardware failure (thou the hardware failure is usually focused on fans, keyboard backlight and similar, not the expsneive parts like CPU, GPU or Display).
Anyone who tells you that "Laptops dont overheat" will 95% of the time quote a site that did some tests, totally forgeting that the tests are done in "lab" conditions. A fixed ambient temperature (usually 21 C), a brand new laptop that had no dust build up on its cooling system yet, and a relativly fresh thermal paste.
In "normal" conditions, I use a cooling pad, change the thermal paste every 6 months and in summer my laptop still bearly stays under 90 degrees C, sometimes peaking at 93.
So unless you are a Computer freak that loves toying with your electronics, Gaming laptops are a dissaster waiting to happen (funny enought, since gaming laptops have better coling, office laptops seem to die sooner).
Second, There is no such thing as future proof:
Future proof would have been to buy a i5-2500k when it came out, as the 3xxx and 4xxx intel generations were almost equal in performance, but dosent mean that in 3 months there wont be a new CPU or GPU that will smoke previous ones out of the water.
If there is one thing that does look promising as future proof goes is the fact that the next gen Consoles are not so powerfull, and many studios develop games first for consoles then port to PC. It would sugest that a good PC should give you a few years of good games.
This however also means that there will be less games developed with "best of the best" graphics and engines that are PCs strong point.
Third, If youdo decide to buy a laptop, dont go for the best you can for 2000 Euros, go for the best price to performance ratio considering your minimal expectations of the laptop itself.
Its far more probable that a 1500 Dollar laptop will last you 2 years than a 2000 dollar laptop lasting you 3 years.
This is because the amount of frames increased by the higher end GPUs and CPUs is proportionally small compared to how much more they cost.
http://www.notebookcheck.net/NVIDIA-GeForce-GTX-880M-SLI.109044.0.html
At this site you can check every GPU in a laptop and its performance in different games.
You will see that even behemonts like dual 780 in SLI cant play Company of heros 2 in ultra, and if you compare it to a 770M, you will see that only some games need to be lowered to High details to be playable.
Is it worth around 1200 dollars more?
Well, your call.
But if you really want ultra settings, and full HD, unfortunatelly its either overpay or going desktop.