Other companies like Dell let you pay by month as well. IMO, Alienware will get you a fast computer, but you can build a similar PC for less. If you're not into building computers, find whatever is in your budget. Alienware will get you a gamer computer, but Dell XPS's are nice as well. A Walmart special certainly is not going to be a gaming computer. Avoid onboard video, have a deidcated video card.
And about that Alienware computer. Avoid the 8600 GTS. Don't be tricked by the larger 8600 number. It's more like a 7200-7300 as compared to a 7800-7900. It's not the same caliber as a 7600 was in the 7xxx generation. Only Nvidia cards I recommend are the 8800GT, 8800 GTS 320mb and up.
The Nvidia 590 SLI chipst on the motherboard isn't bad, but its an older chipset. Older than my Nvidia 650 SLI I purchased about a year ago.
Budget is the key though. Give us your budget, and we can look around for you. Also, Vista is going to drag perfomance down on gaming. You can order (at least from Dell) new computer with Windows XP installed, and not Vista.