You're better off buying a ready made gaming laptop. Essentially all you'd be doing otherwise, is buying a mainboard with the specs you want (just as with an OEM laptop), then buying the case shell specifically designed to match it (just as with an OEM laptop). The OEM route you have someone experienced with building that model do the labor, it's factory tested, and Windows OS is thrown in almost for free.
It'd be different if you could build something extra special but at most you'll just end up with something that gets the same job done but is physically larger and heavier... and more expensive if you catch the OEM laptop on sale... probably even if you don't.