For that cash you could assemble something better than any store has. People say Alienware or the such, but you still have to compromise, and never get exactly what you want.
Wow, with that kind of cash the possibilities are endless. I would suggest going to www.newegg.com and just going crazy. Your probably gonna want to go with dual graphics via SLI. Go for like 2 gigs of ram, maybe more. A hardrive with 10,000RPM speed etc. But i agree with Deadrum, nothing you buy pre-assembled will be of as much value as building it yourself.
I agree with the other posters, a clone is a much better machine. Manufacturers often use inferior or lower grade hardware. The average user does not ask what brand of capacitors are being used, or the warranty on the power supply, or how long the fans will work when they buy a machine. By choosing quality parts you are getting a superior machine. I have and old clone with a small P4 that was originally purchased (part by part) back in 1998, it has seen many upgrades but not once has it given out with the exception of one hard drive that only lasted two years. Go to newegg and put together a solid unit. With the funds you are thinking of using you will get a great unit.