If I am going to shell out a small fortune for a chassis, it's because I designed, built, tested, and painted the thing personally.
Alienware I'm not much of a fan of, since the styling on the cases I find off-putting, the Grey aliens are completely overdone and have gotten boring, and the internals can be matched or beaten at a lesser cost. Your mileage may vary.
Where the pre-built systems are nicer is that (usually) the components are carefully selected and matched together, plus there is (supposedly) support offered on the entire unit.
Still, personally, I'd rather spend the days carefully selecting my own components, two weeks custom-building a case from raw materials, and then overclock that sucker!