I've had a couple of Alienware PCs over the years. They used to be pretty good, but I wouldn't touch them these days. The "headline" parts (CPU, RAM, graphics card) might look ok, but they cheap out like crazy on everything else. Even their highest-end PCs tend to have fairly nasty motherboards and the storage drives will be the cheapest and most failure-prone around.
As others above have said, self-build is the optimum choice if you have the time, expertise and confidence. But if you don't have any of the above, there are still decent pre-built options, though some of them will be highly region-specific.
I decided I couldn't be bothered with self-build for the latest machine and went to a UK company called Novatech. They let me choose the parts pretty much down to the last screw in the case. When it arrived, I whipped the side off the case and did some fiddling; I wasn't 100% happy with how they'd arranged some of the cables and did a bit of tidying, but it was basically a well-built machine. The price was maybe the equivalent of $100 above a self-build (for a very, very expensive PC).
Now that's a UK-specific vendor, but I've found that there are lots of regional variants on that theme around the world.