Short answer - no, Alienware isn't worth it.
You pay a premium just for the name. A similarly configured computer built from scratch or from CyberpowerPC/Ibuypower would perform the same & cost much less. For the same price you can buy something better.
Also, compact/slimline/small form factor desktops should be avoided like the PLAGUE. They are extremely restricted in terms of upgrade options, and repair costs can be much higher than standard desktops due to their use of proprietary parts- especially power supplies.
For gaming, these computers will outperform that Alienware:
http://www.newegg.com/Product/Product.aspx?Item=N82E16883227387
http://www.newegg.com/Product/Product.aspx?Item=N82E16883229282
However, here's the #1 rule about gaming computers: GPU>CPU
Roughly 70% of your overall performance in most games is determined by your graphics card (GPU), not your processor (CPU). Although real-time strategy games like Starcraft 2 and Civilization 5 are exceptions to this rule- they stress the CPU more and don't have really demanding, high-end graphics.
But for titles like Skyrim, Crysis, Metro 2033, Battlefield 3 etc your graphics card is much more important than your CPU. So overall, it's better to have a Core i3 with a $150 graphics card than a Core i5 with a $75 graphics card.
This is a MUCH better computer than either of the units listed above, although it's $50 more expensive than your original choice.
http://www.tigerdirect.com/applications/SearchTools/item-details.asp?EdpNo=1344750&CatId=6
For WoW and Starcraft 2, it would be fantastic. Much better than the two systems linked earlier.
Now if $750 for a good gaming computer sounds good, read no further. The rest of my rambling diatribe is only about getting more for your money with a little DIY action. But if you're tempted, read on...
Your BEST value/dollar is getting a low-cost starting computer (Core i3) and installing a better graphics card (and possibly power supply) yourself.
For example, buy this:
http://www.bestbuy.com/site/Dell+-+Inspiron+Desktop+/+Intel%26%23174%3B+Core%26%23153%3B+i3+Processor+/+4GB+Memory+/+500GB+Hard+Drive/2834128.p?id=1218354838953&skuId=2834128&st=dell%20core%20i3%20desktop&cp=1&lp=14
Then add this:
http://www.newegg.com/Product/Product.aspx?Item=N82E16814161397
That combination would run SC2 and WoW just as well as the $730 system from Ibuypower I linked first- but your total cost is under $530 ;)
Want even better performance? Just choose a more powerful graphics card. However, going above a Radeon HD 6670 would require upgrading the computer's power supply, since Dell's stock 300W unit isn't enough to support midrange gaming cards. So you'd be looking at these instead:
http://www.newegg.com/Product/Product.aspx?Item=N82E16817151094
http://www.newegg.com/Product/Product.aspx?Item=N82E16814131374
After installing those two items, you'd have a system even better than the $750 Systemax for less than $650. So if you don't mind upgrading yourself (or bribing a techy friend to do it with pizza) that's the way to go.
But if you want something pre-assembled, ready to roll - just get the Systemax.
CPU performance:
http://www.anandtech.com/show/4083/the-sandy-bridge-review-intel-core-i7-2600k-i5-2500k-core-i3-2100-tested/20
Here's the difference in graphics card performance. The Alienware's GT 545 card is approximately equivalent to a Radeon HD 5670.
http://www.techpowerup.com/reviews/Zotac/GeForce_GT_520/18.html
And here's where the Radeon HD 6850 stands:
http://www.tomshardware.com/reviews/radeon-hd-6790-barts-gpu-geforce-gtx-460,2917-5.html
Good luck!