Amazon has some awesome Asus Laptops, depends also on your budget. I would avoid Alienware, reviews tell Dell's customer support is not good and they are called overpriced. Cyberpowerpc.com has some nice laptops, also Ibuypower.com has them.
You can also try newegg.com. It depends on your budget also.
nI bought one from AVADirect.com a few years back. It was a good machine, and the customer service was excellent. Pricey, though; as loresr97 says, high-end gaming on laptops just isn't cheap. It's also not cool, energy-efficient (battery life), or quiet.
nBut those things are getting better all the time, I suppose. Don't let my experience with a ~5 year old machine sway you.
nAlso, as you probably know, Clevo makes (or at least used to make) Sager notebooks/laptops. AVADirect sells Clevos.