The best option is building one. You can easily save 200 US dollars or more. I myself build a new comp on christmas, compared to pre-builds, I saved around 300? (around 350 US dollars).
However, what you should require from a gaming package these days is:
RAM: at least 2 GB of DDR3 (preferably 4 GB), 1333 MHz or greater. DDR2 memory is outdated, do not buy under any circumstances a pre-build package with this. If the memory specs are not displayed, ask. Many retailer do not mention these, in order to clear warehouses of outdated hardware.
HDD: 250 GB will do, 500GB or more is recommended. 1TB is more than enough. Make sure it's a SATA hard-drive, IDE tech is outdated.
CPU: For a gaming rig, the number of cores is less important than the individual performance of said cores. That said, never go for anything less than a double core. On Intel, try to find the i5 series, on AMD you go for the Phenom II family of processors. Both represent pretty much the latest gen level in technology and will serve quite nicely your gaming needs for at least a few years easily without complaint. A mid-level processor form either of these families should serve for 5 years or more easily.
GPU: On a gaming rig, this is the most important part. However, these are a multitude and will be discussed more at following articles:
http://www.tomshardware.com/reviews/best-graphics-card,2521.html?xtmc=the_best_gaming_graphics_cards_for_the_money__2010&xtcr=2
Also look here for more info on CPUs: http://www.tomshardware.com/reviews/best-gaming-cpu,2520.html
In general regarding CPUs, Intel chipsets perform better, but at higher costs. AMD-based chipsets performs adequately to good, at much lower costs.
Also read:
http://www.tomshardware.com/reviews/build-balanced-platform,2469.html
http://www.tomshardware.com/reviews/balanced-gaming-pc,2477.html