The customs charge might be bigger than you expect, so i'd make sure you check that first - along with delivery and VAT, it's not usually worth it.
Also, some American companies won't post to European addresses. If you try to order a dell/alienware, they will probably refer you to their UK arm.
If you are able to get one, Dell's warranty is international - they will be honoured by the UK branch of the company, so you wouldn't need to send to the states. Not sure about alienware (I know it's the same company, but it might still work differently).