I just spent that much on my gaming desktop and managed
i7 950 processor
2 x 1GB DDR5 GTX 460 graphics cards
6GB DDR3 1600mhz RAM
Watercooling
Antec 900 Case
850W PSU
+OS, DVD drive, 1TB HDD.
I'm not sure what you'll get if you get a laptop, I had a look at Alienware and for that price you get an i3 CPU, 512MB GT240 graphics card, 3GB 1333Mhz RAM. My friend has one, and they weigh a ton, well... 10kg . Besides, Alienware are overpriced. Personally, I'd go for a desktop, so much cheaper and easier to maintain.