I would not suggest building your own laptop… Building your own desktop is a wonderful idea! It can save money and is easily up-gradable. But building your own laptop is a different story. Heating is a huge issue. I'd buy I gaming laptop. Xoticpc is a good website with reasonable prices and a huge verity of upgrades you can choose from. Newegg is also a good place to buy a stock laptop. Look for good companies, lenovo and msi are good gaming laptop. Gigabyte and Asus are good as well. I'd stay away from dell, hp and even acer for gaming.
Another option (the one a wish i did before i dropped a fortune on this laptop) is to build a gaming desktop then buy a cheaper netbook/laptop. Even if you built a desktop that was on par with your laptop then bought a couple hundred dollar laptop you'd still be saving money.