Actually I'd recommend Crono O.o I go to Crono for hardware recommendations/help; though I'm quite capable of working with the hardware itself I don't keep up with what's the new/best stuff out there.
I'd say build your own PC as well, but I can understand not being comfortable doing so. Building a PC isn't that hard, components only hook up/install one way. You can sit and stare at all the various slots and such on a motherboard and be intimidated, but each wire and hardware only fits into the place it's intended to fit in. But the most important thing is being able to debug potential problems. Being able to realize what a problem is and trace it back to the cause or else you'll just be complicating matters for yourself.
If you don't want to go that route, the cheaper alternative I can think of is looking for special deals on desktops and then upgrading the PSU(power supply) and installing a graphics card. You can usually find cheap desktops which have decent hardware but they tend to be intended for casual use, but are capable if you upgrade the PSU and graphics. Crono might scold me for this though O.o
Most retail pre-build desktops aren't built with gaming in mind unless you specifically look for them, and then they overprice the hell out of them. And no, don't get Alienware. They're like the front-face of this sort of scam.
If you're curious, why not google/youtube on putting together a computer so you can familiarize yourself with the process and they'll probably also show you various common problems to look out for as well.