Real computer nerds who want to put together a monster of a gaming PC build their own computers. They know that doing it themselves saves all sorts of money and lets them get exactly what they want. Lazier, richer people just pay other people to do it for them. That's all well and good, but make sure you're getting your money's worth before doing that.
Just take a look at this Vigor Colossus, for example. It's got some pretty hot specs, to be sure: two Radeon HD 3870s in SLI, 8GB DDR2 800 RAM, two terabytes of HD space in RAID 0, a 1000W power supply, and a couple of honking monitors. Pretty great, right? Sure. But is it $8,000 worth of great? I'm going to go out on a limb and say hell no. No computer should be worth that much no matter how many bells are whistles are inside. This isn't the early 90's, people. Use your heads.