To be honest, I use a wireless network card from maybe 3 years ago, my ping is between 30 to as high as 50 on a wireless network.
Are you plugging your computer directly to a modem or through a router? If so, look into port forwarding, from what I understand, it helps dedicate speed to specific applications to reduce lag. I don't know, someone could fill you in on the further details. I'd stay away from all of that flashy alienware 'type' sites. If you are a complete neophyte that wants to play 'games' really 'fast' then go ahead but, i agree, building your own PC will save you a lot of money, between 300+ from some of the decent builds I see on that site.