If you're looking to have someone build it for you:
http://avadirect.com looks good. They have a decent selection, and every computer comes with a minimum 3-year warranty on parts. It will cost you more than building it yourself, though.
If you're looking to build it yourself, good luck. The market has seen a lot of random companies (subsidiaries, perhaps?) popping up, offering 'top-quality' parts. And on top of that, a lot of the old-hands (GigaByte, etc.) are charging a Hell of a lot more (for a Hell of a lot less), than they used to. Be sure to avoid their "military-grade" motherboards, in particular.
I'd avoid NewEgg, unless you're looking for reviews of specific components. Their selection (and according to some, their quality also) has suffered tremendously after
they sold out the company changed hands.
http://www.tigerdirect.com used to be a good place to get parts, though I'm not sure if they still are. And they have a Canadian website as well, if you're in that area.
Oh, and if you buy from Dell/Alienware/WhoeverElseTheyAre, you will be punished. And it will hurt. And you will cry.