boutique vendors for the win, and the wallet pain
they will game, and they will game hard, but you will have to give an arm and a leg
alienware is actually one of the cheaper brands, as they've been purchased by dell. also falcon northwest and widow PC among a couple others. ibuypower might have some cheap gaming lappies, i don't look at their stuff often.
also the dell XPS line wouldn't do too bad either, but they're gaudy. same with gateway's laptop. HP might have some attractive looking options for a gaming laptop.
basically, any big brand makes them. you just have to want to pay for them.