I can't really think of any positives, at all actually. At least for anyone knowledgeable.
For one, you only get a 1 year warranty with an Alienware, if you want a 3 year you have to pay more. When you build a PC, every component on it will have a 3 year warranty and it doesn't cost you any extra. If/when you haev a problem with the Alienware, your mailing in the whole computer. So wouldn't you rather diagnose the issue, find out its the motherboard and RMA just the board? I usually go and buy a new motherboard any way, RMA the old one and once I get it back I use it as a space board or sell it on eBay. Turn around time is also much better with any PC component manufacturer then it will be with Alienware which you can expect huge wait times with. So that negates that.
Next, your paying for a nice case? Taste is all relative, but I think their cases are atrocious. Falcon has much better looking cases and will paint a lot of cooler looking designs, not just one color on an alien looking case. So that negates that as well.
Next, you say if you were lazy and just had a lot of money? Like you won the lotto or something and had to have a computer right now. Well, in case you didn't know or have never known anyone who has bought Alienware, the build process is very slow. I've heard of people waiting 3 months for their computer, and I've never heard of a single case where someone got it in less then a 3-4 weeks. Which is the norm, granted - Dell will a lot of times take just as long. But you can do all your research (1-2 days) order it all on NewEgg and ZZF (shipping usually takes 2 days with newegg and 2nd day is always free with ZZF) and then even if you were lazy and took your time, 1-2 days to build it. So thats 6 days maximum that you would go through, versus up to 6 weeks. So that negates that too.
I've also heard people argue. Alienware tests various components with other components and use benchmarks to decide which is the best memory to use in convunction with whatever processor, and so on. This is true to a certain extent, they do do this. But a lot of times they get it wrong too. Reading Anandtech as much as I do, as well as various other Hardware sites, I know the OCZ memory is pretty much the best when used with an Athlon 64 processor. They just pull off the best speed and timings. Now I don't know if AW provides OCZ or not, but a coworker that just bought one has Corsair XMS and he said that was the best they offered at the time. The XMS is good, but not the best. So AW didn't do that much testing did they?? Now even if AW does offer OCZ and provides you with all the specs they came up with as to what was the best when used with whatever, what is to stop someone from going out and buying those exact same components for half the price (or less) and building it to the exact specifications that AW does. Nothing.
Alienware is good but your paying for a name and nothing else. Desktops can always be built for less, and their laptops are way overpriced too, you can get a Sager - which is built on the exact same platform (Clevo) as the Alienware and Dell, and buy it for half the price. Even if you have to have a painted Sager, you can find other places on the net that do it for less then Alienware, and get a better looking laptop too, IMO. But if you liked the design, at least I can see buying a Laptop, a Desktop would be really stupid IMO.
Unless you can't build your own which is a different story.