Don't listen to some of these people.
You don't need AMD to game. Intel's work just great, there isn't that much difference. I love my intel processor and I can't tell the difference between it and my AMD processor. I tried overclocking to the 3400+ spec to "equal" the p4 I have and it's not that much different. Perhaps to a hard core gamer AMD will give you a few more fps but that intel you got is a good processor.
And my intel works a lot better for multi-tasking as well.
And I understand you not wanting to build it. And if you want to buy a computer from some-where alienware is probably the best choice as opposed to dell or some crap. Because they may say things like "alienware ram" and "alienware motherboard" but in reality it's corsair xms ram and an asus motherboard. They use the good stuff instead of crap like dell or hp does.