Alienware or, build your own?

Not necessarily as long as you get a motherboard with a modern visual BIOS like Gigabyte, Asus, and Asrock have.

Alienware = no bueno.

If you don't want to build your own use Cyberpower, Origin, or Digital Storm. There's also Falcon Northwest but their systems can get ridiculously expensive. However, chances are very good that you know someone who has built their own system and they'd be more than willing to help.

The bad thing about Alienware is that since they've been bought by Dell, have gone way down hill. They use the same watered down hardware and proprietary form factors that make upgrading incredibly difficult or near impossible in some cases. Stay away.

Building a computer is really quite easy, and you can save loads of money/invest in a better computer. There are quite a few tutorials on youtube (http://www.youtube.com/watch?v=84NvDMMrCNU) and there's nothing too difficult to do that an average person can't  . Feel free to ask advice on build components etc. but it's quite nice to get yourself familiarised with the basics of computer building instead of relying on boutique builders. Do some research, I would recommend it greatly.

the ailenware x51 isnt extremely bad. at least they include the OEM gtx 660 (1152 CUDA cores), but you can do way better by building yourself

Anything you build yourself will cut down the price substantially and you will be getting a lot more out of it. Not just better hardware but also every aspect of the machine will be your choosing. Also, the experience is awesome and very fun.

Building your own is a great experience and in the end you step back and say "I built this" , you have more flexability with part choices then a pre-built and you do pay for someone to build it for you.
If you have no experience with building do you have any at all with taking things out and eplacing different partsa like say a video card or hard drive ? Have you ever replaced a cpu or installed one ?
To start with you should have some of those experiences to ar least have a working knowledge of the inside of a computer. Building your own is not hard but mistakes can be made if your not careful like the pinsin the motherboard cpu socket , bend one and the motherboard is junk.
The bios can be a little confusing if your not used to it , so with the motherboards owners manual you should be able to navigate through it.

Knowledge is key and the more that you have the better , maybe prctice on a computer at home first by removing something and then putting it back , even better is if you have an old computer you can take it apart and put it back together. Have a tutorial handy to assist in putting it back together.

newegg has a good build guide. its about a generation old in the component selection, but they are still relevant
http://www.youtube.com/watch?v=RxaVBsXEiok

part 1 is picking components, which we will help with. part 3 is the installation of the OS