I have never had any issues with Dell Desktops. I haven't owned an HP since the horrid age of Windows ME, and I avoid Gateway like the plague.
My current computer is about 2 years old. It is a Dell Dimension 8400 with 3.0GHz P4, PCI-E graphics, onboard sound, and has served me very well.
My parents computer, while slightly less powerful than mine, is a Dell Dimension 5100. Both computers are very reliable, though mine is less than what I desire for gaming anymore. In my experience, Dell desktops are very well ventialted, which means they are very unlikely to overheat. (It may, however, mean they should be opened and dusted more often.)
However, I don't see how buying prebuilt could ever be cheaper than building (except in the case of Laptops). I configured several systems prebuilt from various sites, and configured my own, discovering that building it myself saves about $500-800. From some sites, a full size with identical power was over $1000 more than the SFF I plan to build. They were abviously overcharging, but still.