If you know enough to set up your own computer that's usually the way to go because individual parts are almost always cheaper to assemble yourself than the whole package deal.
But you need to be computer savvy to set this stuff up from installing OS to getting everything hooked up right.
But if you want to go with a package deal I'd shop around
Newegg They specialize in computer parts and systems and I have had good experiences with them.
If you want a computer that will run any game smooth as glass for the next 3 years at least I'd go with
This I'm sure you have over $3500 just sitting around right? Put it to good use!!!
Haha but specifically I'd say go with this:
Monitor If your going for something that will also do TV well I do recommend Samsung, I'm not sure how great their computer LCD's are but I know they make LCD's that are easy to use and set up as either a TV or computer. I'd go for at least a 21''
Hard Disk Go with at least 80gigs. Most computers now come with more and I believe my dream computer linked above has 160 but you want at least 80 which is starting to not be enough today...
RAM Right now 1 Gig of Ram can run most apps but shortly everyone is going to upgrading to 2 gigs as new stuff comes out. I've got 1 Gig and its fine at the moment but I can see myself upgrading to 2 gigs in the coming months. Most processors support only 2 gigs unless you have a multiprocessor computer (which is becoming more and more popular the dual core stuff.) 2 Gigs is still overkill for most but it's best to go with 2 and not have to worry about it in a year or less.
VIDEO CARD Go with NVIDIA. ATI is falling behind and anything I've ever had from them as had problems. A laptop I got with a powerful ATI 9700 Mobil Video card has had driver boot up problems ever since I've gotten it. And if you ever want to set up Linux or another operating system good luck getting it to find your video card. ATI makes their stuff for windows exclusively and even Windows has problems with it half the time. NVIDIA in the past few months has come out with stuff way better than ATI so go with one of the top of the line NVIDIA cards. Want at least 256 integrated RAM with the card as well.
I hope this helps! Good luck finding what you want there is so much selection out there today it can get a little overwhelming.