I have had good experience with Puget, and Digital Storm as far as build quality goes. I have not had one built by any company, however I have repaired a couple Puget systems from O/S crash, and a Digital Storm for a defective HDD. (The customer did not want to wait for a new HDD, so we exchanged it for him, and reinstalled OS.)
Their build quality is right up there with/often surpassing name brand PC's since they use highly reputable hardware. Of course your allowed to customize your PC, down to the motherboard (although motherboard choices are limited). Out of the two companies, DigitalStorm/Puget. I would recommend Puget.
As far as going with other brands such as Alienware, you could be overpaying, and limited to what you receive "out of the box." Not to mention paying premiums upon premium.
Of course nothing beats custom building it your self.
The guys over at Maximum PC were very impressed by Maingear's top of the line system. I think their flagship rig is their current benchmark record holder. They do ask top dollar for it though, think it starts in the $4,000 neighborhood.