Having bought an Alienware Aurora R4 in 2012 I've found it to be a good machine, but not without consistent issues. Keyboard/mouse died. Video card died. Other random quirks like randomly not booting for a week (thought the MB died, but then just started working after being unplugged for several days), one weird windows issues that i suspect was a combination of hardware/software. etc...
I had built many systems prior but thought I'd splurge and try an Alienware to get everything in a single box.
For the Alienware machine I bought, which included a monitor and nice Bose speakers, I got a "good deal" via my employer's partner discount, speaking with financing at the right time who dropped the price further by opting for interest free financing vs. credit card (paid in full before interest kicked in). But it still worked out to be 1.5 - 2x the amount I would have paid for a self-build with better quality parts.
Dell bundles and scrimps where they can so the no-name accessories and components will not be the same as if you bought direct from EVGA/ASUS/Gigabyte in my opinion.
Perhaps the only benefit of a high-end alienware is the default watercooling setup (which does not cover the video card mind you) and the potentially comprehensive warranty, but if you are considering build vs. buy the warranty is not worth much anyway.