Check out overclockers.com. Good place to start and ask some Q's. You should be able to build a pretty decent rig with $1500 if you do your homework. Even for $1000 you could build something that would knock that Dell in the dirt.
I'm a fan of Gigabyte and G.Skill myself, but everyones tastes/miles vary.
Whatever you do, look into a good PSU!
Here's a fun place to trip around Xoxide
I think their caffeine section is my favorite.
Like everyone said, building a rig is cake really, and once you do, theres no turning back, it's pretty addicting...