Computer help forum: So I am considering building a desktop...

At first I considered buying an Alienware desktop. I talked to one of the Alienware employees via live chat and asked him what kind of parts I would have to put into my desktop in order for it to run all the latest and greatest games along with more advanced games the would come out in the future and he recommended I get these parts:
- Intel® Core™ i7-3960X processor(Six Core Extreme, 15MB Cache,Overclocked up to 4.2Ghz)
- 16GB Quad Channel DDR3 at 1600MHz
- Dual 2GB GDDR5 NVIDIA® GeForce® GTX 680 - NVIDIA SLI®
- 256GB SATA 6Gb/s Solid State Drive
- 24.0" Dell U2410 UltraSharp™ Full HD Monitor (had to purchase upon finding out that Alienware desktops don't come with a monitor)
- Integrated 7.1 Channel Audio
- Single Drive: 24X CD/DVD burner (DVD+/-RW) w/double layer write capability

The final price came to $5200!!! not including shipping.

After seeing this price I decided to look into building my own desktop as I read and heard from various people that it is much cheaper than buying one and that you will actually end up with a better desktop than if you were to order one from the big name companies like Alienware, however I became very confused when I looked up these parts on sites like newegg.com and tigerdirect.com and found that they were only about $100 dollars cheaper than if I were to get them pre built into my desktop by alienware. The parts being $100 cheaper is great, but I was a little dissapointed because everyone who talked so highly about building your own desktop said that they could do it for like half the price and end up with a better desktop than alienware, but after seeing the price to buy these parts seperately i'm not so sure.

So this leads me to my questions:
1. Why does everyone say that building a desktop is so much cheaper than buying one from Alienware or any other big name company when from what I saw the price difference for parts between alienware and sites like tigerdirect or newegg is only around $100 per part?

2. If there is a way for me to build a desktop that would meet my gaming requirements for cheaper than an Alienware dekstop please let me know and help me out by directing me to sites or telling me what parts to use in order to build a desktop that would be just as good or better than the one I configured on Alienware because I know literally nothing about computers when it comes to the hardware and software and all that stuff.

Thanks in advance for any help given!