Almost everyone I know with Gateways or Dells or whatever have horrible problems. One of my friends bought a relatively good Gateway, and it has never worked right. And everytime he asks Gateway for help they tell him to format the hard drive and reinstall Windows from scratch. Well he's done that numerous times and it still crashes for no reason, and Gateway offers absolutely no helpful support.
It's not that bad for everyone, but I'm pretty sure everyone I know have horror stories with their manufactured PC's.
What I recommend is looking through the Yellow Pages or ads or something for a store near you who will allow you to pick the exact parts you want and then put it together for you.
I did that for mine, and it worked out well. My dad has done the same thing with a different store than where I bought mine since the early Macs came out (before DOS), and he's been very happy.
Cyrax mentioned Alienware, of which all I hear is good things, but if you have a problem you still have to send it away which will no doubt leave you kind of worried.
Obviously with a local store if you have a problem you just drive to them. Which brings me to some precautions -- if and when you find a store that will build one for you, firstly look to see if they look pretty reliable. Maybe ask others around the store for their opinion. Something. These aren't major chain stores like Comp USA, so just make sure. I was recommended the store I went to, so I knew I could trust them.
Secondly, make sure you get a full parts/labor warranty for at least six months, and make sure that they will really try to fix it and replace the parts if necessary absolutely free of charge (though they aren't responsible for software problems, so don't expect that, of course, unless the hardware causes the software problems

). My PC came free with a year of parts/labor warranty and it was definitely a godsend.
And I guess thirdly, make sure you don't get ripped off, both on the parts going into the PC and the price of putting it together. I paid $50 for them to put it together and the parts prices were good. You may want to see if they will allow you to bring in parts instead of buying from them if you can find better prices somewhere else -- at my place they allow it but they charge $25 extra (which is their standard Upgrade price).
Actually, I thought I saw something about CompUSA putting PC's together for you. I'm not sure about that, I'd have to look into it.
Hope that helps.
db