Alienware is terrible. It cost far more, and works really badly.
I can only give you input on the MSI (as i have a similar model, GT780 DX).
Screen quality is superb, but so is in the sager.
Keyboard in the MSI requires a lot of force (stronger hits) to register keystrokes than your average laptop, but they keyboard is quite resistant (you can feel it to the touch).
The Audio in the MSI is really great for a Laptop, no idea on the sager thou.
The cooling of the MSI is very good, but i especially went for a dual core CPU to lower the heat output, and so far it still works great.
The iluminated keyboad is "fun", but not really that important after a while.
Alienware 17: The sturdiest, easiest to upgrade, and comes with the best warranty and support base, but it has few customization options at the time of purchase, quality control seems worse than average, and Dell's customer service is not always good. Cooling should be good without being too loud. The Dell GTX 780m GPU throttles at 66C/77C, but you can fix that without too much trouble.
ASUS G750: Decent build quality and quiet cooling, but it's the hardest to upgrade and the warranty leaves something to be desired.
High-end Clevos: Plenty of customization options, easy to service and upgrade, cheapest, and some Clevo resellers have good customer service. Warranty is not particularly good and the chassis are chintzy.
High-end MSIs: Decent sound quality, easy to upgrade, and a lot of customization options and features, some of which are useful. Chintzy chassis. The MSI 16f4 and 1763 barebones offer more bang-for-the-buck than the branded GT60 and GT70.
Since you have good budget, you can enjoy the liberty to choose from many good gaming laptops option. I would recommend Alienware M17x. It is nice machine to have. But here is the link courtesy quick web search. I guess this link can be useful for your to decide.