If your are willing to pay the price you could get the fastest computer in world and that from the hp brands. But there is on called like ibypower.Com were u can custom build your computer I maid mine better then the hp computer and it took me back a good 9000$

 It really depends wat u r looking for. For gaming, what matters is the graphics card, not the brand. Don't go for alienware- they r just overpriced dells. If you r looking for pre assembled ones, I suggest a barebone asus

 Alienware is owned by dell , it is also the best gaming computer on the market. Alienware offer the most upgradable PCs, so no matter what you do to an other high end PC , Alienware will be better.

Order of importance is CPU, Graphics, Cooling, then lastly Memory. 

CPU = how fast data is proccessed to the other components in your system. Slow CPU even with the best dual graphics card setup still ='s Slow...

Graphics is based on how much you really want to spend anymore. You can get good perfiormance from some single card systems, or awesome performance with some longevity from some dual card setups. All boils down to bang for buck. Also on a graphics note, Totaly onboard memory isn't always the answer for that part of it either. Some 512mb cards can out perform 1gb or 2gb cards due to settings in some MB bios that allow for allocation or raw system memory for Graphics use. Point in fact nVidia offers a 32mb card with onboard memeory use of up to 2gb, for one of their newer chipset MB's sesigned for that card type. Its expensive, but you'll start seeing the price drop soon, and probably even most card manufactures switch to this method, due to its longevity cause its easier to add more options to a card then add memory to them cause of size limitations of computer designs.

Memory is pretty simple, 3-4gb of raw memory for 32bit oprating systems and 4+gb for 64bit systems, based on Motherboard limitations of corse. Note: Using win XP or Win Vista home basic versions lowers the max memory allocation to just 1gb max, so stick to atleast Home Premium or better. 

Cooling: Can't stress this enough, A little humming sound extra is far easier to deal with then a burned up over heated system. Spend extra here to increase your systems lifespan and above all else its performance. Myself I stick yo cases that allow for this designed setup for cooling:

1 front intake fan

1 rear intake fan (this is above and beyond the power supply intake fan)

1-2 Side intake fans ( Get atleast a case offering left side cooling fan, higher end cases also offer a right side intake fan which is effectively cooling the bottom of your MB)

1-2 Top outflow fans ( Try to have atleast 70-120mm outflow fans, to help promote conductivity, heat rises, so helping push it out faster keeps in most cases your power supplies from building up heat in the top areas, since most power supplies are locate there)

If you don't go with a heavy fan using case, spend the extra and get a custome cooling system, Liquid or Air conditioned. These effectively cost on an average of double a fan cooled system, but also offer the coolest running temps around. 

 So don't skimp on the cooling period, nothing slows a system faster then running them at high temps when it is preventable.