Is it worth buying a PC from Alienware?
Are you thinking desktop or laptop here? I'm guessing desktop from your Aurora 7500 reference. Personally, I would only buy laptops from Alienware. They've had a pretty good reputation for service and build quality, though you'll always find contradictions regarding those, and they sport some neat options at the laptop level. For a desktop? I'm not sure I'd buy from them as I'd feel like I was paying for brand not necessarily quality at that point.
If you happen to be considering a laptop, then seriously consider the Dell XPS 2. I've had the privilege of seeing the Dell XPS (1) in action and they ooze power and have cool and customisable lights on the sides and front...
(I love lights!)
Ill certainly need to chuck in a decent 7.1 sound system
I'd disagree. How are you going to listen to your 7.1 sound array? Speakers? So where are you going to put all these speakers? I've had a 5.1 array for a bit and speaker placement is an arse even then! I now have a pair of 5.1 headphones (which are a bit weird and pretty heavy, by the by) but I can see no real gain in 7.1 sound for the desktop.
Is there anywhere I could get a similar PC for cheaper
Yes, there always is, but I feel the question really is whether you want to support it yourself (buy the parts and build it) or pay someone else to support it (buy the package including support). Each has ups and downs. I've been building and supporting my own (and friend's) systems for nearly ten years and I'm getting pretty bored with having to fix hard drive failures and motherboard-memory incompatibilities and so on. Still, I've got two systems (one for me, one for my partner) that are as good as I can make them for the money and are really very stable.
My limited experience and somewhat old knowledge of Alienware is that their support is decent. Pretty much everyone else, professionally, I've had bad run-ins with from time to time -- Dell, Overclockers, Dabs, Scan, HP, Fujitsu... and on and on. There are an array of "do not touch these companies ever", including Time and Tiny. There's a fair few small shops that do systems, but I've not had generally good reviews of them (Mesh, leaps to mind, as one to avoid).
If you've got time, patience and friends who can help (THN, for example) then maybe building your own is for the best. At least you aren't paying for support that can really let you down, and you get to learn a lot about how PCs work and how to get the best out of them.
Tech.THN, Haven's upcoming site parallel to this one, will probably be able to help out with some of this too.
Also, whats better? "AMD Athlon™ 64 FX-57 Processor with HyperTransport Technology 2.8GHz, 1MB L2 Cache" or "Intel® Pentium® 670 with technology H.T. up to 3.8 Ghz, 2MB L2 Cache"?
In the past, the rule has been AMD are cheaper and often faster at doing one thing, where Intel are more expensive but stand up to hammering across multiple activities better. I've lost track around 64 bit systems, though. "HT" for Intel processors is pretty powerful (stands for HyperThreading) but only comes into play with multi-threaded applications, IIRC. Many games don't use HT so it's a bit moot. I have a vague impression that Intel processors are, over all, more stable than AMD, but AMD ones are generally overclockable -- might want to check that with Haven or Pestcontrol or someone like that.
Personally, I buy AMD because it's cheaper and does what I need.