Genearly, parts aren't sold seperately. The closest you can get are companies that build more customizable laptops, but you can customize most high end laptops as well.
They're expensive because they need the extra work of miniaturization, designing the case, the LCD's unique needs, heat concerns, power efficiency issues, and additional onboard capabilities. Not too mention that you also need a fairly expensive battery to come with it.
If you're just looking for a portable computer for browsing and DVDs, you can find systems on Tigerdirect.com for under $800 that will work. If you're looking for something a bit higher end, you can find deals out there if you look, but you're likely going to have to pay.