I have a 2 year old Sager/Clevo. 17" with a GTX 470 mobile GPU. I love the Sager/Clevo because it's upgrade-able without voiding warranties, and doesn't require surgery like an ASUS. Also doesn't use proprietary drivers like Alienware, and because it's simple and black, it can look somewhat professional.
I could afford my own desktop and have built one before - but the reason I got my laptop is because I live and work in two different places for a few weeks at a time each. Thus, I did not want to be lugging a desktop rig around to both places, but wanted something with enough power to play games (and it still does most of them in HD) when not working.
However, it works for me because it's situational.
I think Gaming Laptops are a bit of a niche. They're not as good/powerful as desktops and never will be (you know... heat), and this rig is too big/thick for me to want to carry around all the time (useful though for nice crisp presentations, and doesn't look ostentatious so nobody knows it's a gaming rig) or ever use on my lap - and the battery is laughable (pre-Optimus etc.) - so decide if you need one, otherwise absolutely go for the desktop or even older ones if you don't need a gaming laptop for mobility.