As a Mac *and* PC owner, I think I can say that I see where the Alienware machines get their appeal; as has been said already in this thread, they Just Work, look cool with no effort, and you get good hardware for the money (unlike, say, a Compaq where you get the hardware equivalent of Mystery Meat).
That said, for me personally, home built machines are always cooler. Even the ugly-ass ones.
There's just a certain cachet to a thing which someone has taken the time to build to their own designs, even if 'their own design' means just 'I'll take two of those, and one of these...'
My $0.02
(and in the interests of disclosure, my boxes full of parts to build my own box will be arriving next week.
)