First of all, Mr_123 is wrong, the best gaming computer you build yourself, you don't buy or custom order.
And Alienware sucks, it's just an overpriced Dell piece of crap.
Here are the costs:
Budget build (good for most games in medium or even high settings) - $750
Good build (good for most games in medium-high and ultra settings) - $1,000
Best build (good for most games in high to ultra settings) - $1,500
Main components:
Processor: Intel Core i3-3220 ($130) for budget, i5-3570K for good and best ($320)
Processor cooler: Cooler Master Hyper 212 EVO ($35)
Motherboard: LGA115 socket with the new Z77 chipset - $90 for budget and good, $220 for best
Graphics card: GTX650 Ti ($140) for budget, GTX660 Ti ($280) for good, GTX680 ($500) for best
RAM: 8GB (two x 4GB) DDR3 1600 MHz ($48)
Hard drive: 500GB for budget, 1TB or 2TB for good and best.
SSD: SATA III (6.0Gb/s) 120GB or bigger for best
PSU: 600W Corsair 80plus for budget and good, 750W Corsair or Thermaltake (80 plus) for best