Congrats on the new computer, I'm sure you'll enjoy it as much as the rest of us.
Anyhow, to answer your questions: I ordered a barebones version of the AX20, a.k.a. Sager 5960, and it comes without the processor, memory, and HDs. I purchased those components separately, and for much less. The first thing that I would do is to make sure that there isn't any superfluous information, files, etc, on the HD(s) that you have. Make certain that you have just what you need.
Second, I would install all necessary updates from Microsoft Auto Updates.
Third, install your preferred graphics card driver provider, i.e., laptopvideo2go.com, etc. Make sure you completely remove your old video driver.
Fourth, begin installing the remainder of your software. Office Suite, Photoshop, Autocad, Maya, Games, etc.
Good luck, and enjoy.