I think you can get the best bang for your buck by finding a local reseller. They tend to cater to gamers most of all and you can not only be selective on the components, but consequently, you can possibly save yourself some money. If you get it preconfigured from a retailer, there isn't much you can do until after you receive it, and then certain upgrades you perform could void the warranty.
I see MSI is listed in that link. They make very good gaming rigs, and the Lenovos are good as well.