Well, with Alienware you are paying mostly for the name so it's not recommended unless you've got money to burn just for the bragging factor.
Of discount customize-your-own gaming system seller, CyberpowerPC and Ibuypower are two of the best.
However, Skyrim will have MUCH higher requirements than fairly undemanding games like WoW and Rift. While the $700 system you linked would breeze through WoW, it's not powerful enough for Skyrim.
I recommend making the following changes to the Gamer Extreme 1000 build:
1) upgrade graphics card to GeForce GTX 560 1gb ($59)
2) upgrade CPU to Core i5 2400 ($104)
3) upgrade motherboard to Asus P8H61-M ($26)
The last upgrade (motherboard) is optional and doesn't directly impact performance, but Asus is a higher quality motherboard brand with a reputation for quality. That particular Biostar board has pretty mixed reviews on Newegg.
That brings your total to $894 and provides a massive performance boost. However, I recommend spending $65 more and upgrading your graphics card even further, to the Radeon HD 6950 2gb model- that puts you in the clear for running Skyrim maxed.
http://www.tomshardware.com/reviews/radeon-hd-6790-barts-gpu-geforce-gtx-460,2917-16.html
http://www.techspot.com/review/359-nvidia-geforce-gtx-560ti/page9.html