Your best bet would be to find a friend or someone that you know that can put one together for you. Even better than that try to put one together yourself.. there is plenty of help on these forums and around the internet to make it a great learning experience and you will appreciate and love your PC that much more.
I would think that maybe a local, individually owned shop or individual may provide the best deal if you go talk to them. You might even be able to pick your parts (and get help doing so) and get a decent price.
Prebuilts are worth it in terms of what else they come with, keyboard, mouse, monitor, OS, that can raise the price of DIY builds. They aren't worth it in terms of quality since they have to lower the price somehow and they usually end up skimping on critical components like the PSU. They buy in bulk but OEM Windows licenses and monitors still aren't free. They have still come a long way though considering in the old days they'd constantly use proprietary parts and upgrading with standard parts wasn't even an option.
Alienware still has some great concepts they just get hampered and bashed from anything good they accomplish which they have many good things to point out but because they are stupid expensive shiny like you say and have lower grade hardware like Apple people tend to mitigate the good stuff of Alienware and I understand plus I would never buy an Aleinware with my cash LOL.