ecollegepc.com seems to have only a slight markup on parts vs some of the others I've seen. I'd also see if bing.com has anything worth price comparing. If he's spending that much, might get a nice little cash back.
I think you'll find that most of us build our own PC's because it's much better price-wise. It's also easier to get exactly what we want and the know-how comes in very handy. I just upgraded my main computer with a new CPU and used it, plus some RAM I stole from it + a mobo from craigslist to rebuild another computer. Sold those leftovers to a friend.
But even with the margins that companies like dell have it shouldn't be too hard to get something pretty good. I just don't think it seems like your friend needs something totally top of the line. Especially if he's in the armed forces (money wise). I only spent about $160 for the rebuilt computer. It still runs games like Dawn of War II on high.
You may want to have him wait until at least the 58xx cards are out in general though.
Cyberpower uses name brand parts and builds standard (ie, non-proprietary) systems. You can spec the parts you want, except for some hard disks and sometimes memory. The markup for them building and warranting the system can be held to roughly $100- $150.
If he's willing to overclock his machine a bit (its easy), go for an i920. If not, go for an i860. The 860 will overclock itself, and will outperform the 920 unless its OC'd.
He's going to be spending a fair amount on a large monitor, so choose a 5870 if you can get one from Cyberpower. There may not be enough of them around yet. Choose a Corsair psu that has sufficient power to run 2x5870 so he's set for expansion.
I will throw in with that. Proprietary sucks. However, I don't know if alienware uses Dell's proprietary hardware/software (bios) or not. Although Dell owns Alienware, it is still a gaming rig builder. But as Twoboxer notes, you can get almost exactly what you want from a place like Cyberpower, and the mark-up shouldn't be as high as alienware.
However, one of the advantages to going with a place like alienware vs. cyberpower, is you can easily spec up two machines, one at each manufacturer, and compare prices.
He has a pretty substantial budget, and following Twoboxer's last item is a great idea, go with a sufficient PSU with room to grow, and get a 5xxx series (preferably the 5870, but the 5850 should be fine, particularly with room to grow and crossfire two of them).