Build it yourself. Prebuilt gaming machines tend to have highly inflated prices. Alienware is the worst at this.
But also the customization is very valuable. Being able to move budget around to get a top-end GPU at the cost of SSD storage doesn't tend to be possible when you buy pre-built. You might want a GeForce GTX 1080 Ti, but every prebuilt gaming machine that includes one might also include a 1 TB SSD, i7 GPU, and and 32 gig of RAM, inflating the price. By building yourself, you can budget for the god-tier GPU by sacrificing the large SSD for a smaller one, going for the i5 CPU which will still be enough power for gaming, and 16 gig of RAM because you don't plan on multitasking while gaming.
I definitely recommend looking into building your own. (Whether you do or don't game, but the customizability can be especially beneficial for gamers.)