Ok, I am going to jump into this. When you buy an Alienware, you are paying for a high end system, support, the cost of building it, and of course the name.
I went over to NewEgg to configure a comparable system to see the cost difference between the base Aurora Desktop and a custom built machine. Here's what I came up with:
Motherboard: Retail Asus K8V Deluxe - 137.00
Processor: Retail AMD Athlon64 3200+ - 282.00
Video Card: Retail ATI 9600xt 128MB - 173.00
Memory: OEM Apacer 2x 256mb PC3200 - 96.00
Hard Drive OEM Seagate Barracuda 80gb 7,200RPM - 68.00
Optical Drive: OEM Black Lite-On 16x DVD-ROM - 27.00
Floppy: OEM Black Mitsumi 1.44 Floppy - 13.50
Sound Card: OEM Sound Blaster Audigy 2 - 72.00
Case: Chieftec Dragon Mid-Tower - 55.00
Power Supply: Retail Enermax 460w - 101.25
Keyboard: OEM Microsoft Multimedia Keyboard - 17.00
Mouse: OEM Microsoft Intellimouse Explorer 4.0 - 23.00
OS: OEM Windows XP Home - 91.00
I was not sure on the wattage of the Aurora's PSU, so I picked an Enermax that was rated for A64 systems. Also, NewEgg does not have the Intellimouse 3.0 so I picked the 4.0. Aside from that, everything should be identical to the Aurora except for the case.
Current price of the Aurora - 1,643.00 (free shipping)
Price to build it from NewEgg - 1,156.50 (38.00 shipping)
That's about a 400.00 price difference for a kickass case, 1 year of AW support, and the Alienware name.
Also keep in mind that with manufactured computers, you have to deal with the Manufacturer for any warranty work. After the warranty period is up, you have to pay for new parts. Most components you buy come with more than a one year warranty.