I've built a few good machines recently - mostly because I couldn't find what I wanted off the shelf (at a reasonable cost, anyway). With that off the table, though, it's hard to tell you where to start.
I looked into CyberPower/iBuyPower a few years ago and at the time they were getting some pretty poor reviews on their own forums. Since then I've heard mixed responses.
Most of the i7 machines with at least 8GB ram will do what you want
as long as they have a good graphics card for your gaming. If not, you'll have to buy one, and many of the high end graphics cards require higher end power supplies as well as larger cases to accommodate the large cards. Some mainboards have poorly positioned PCI-E slots, which means you might not be able to fit a new card in. That being the case, be careful buying a machine and thinking "I'll just upgrade the video card and make it awesome" because by the time you're done, you may have had to replace enough parts that you might as well have built the computer from scratch. My brother is an NVIDIA guy, but I like ATI's Radeon line. Either brand will probably be fine. Since you're trying for OTS, I won't bother recommending specific cards, but be sure to compare the specs before buying:
http://www.gpureview.com/show_cards.php A lot of the cards that get tossed into off the shelf machines are low-end consumer cards, sometimes with beefed up memory to make them more appealing at a glance. That will be disappointing if you're looking to do any amount of gaming on the machine.
Whatever the latest ATI Radeon card is, in the x9xx series. Third digit must be a 9, or else go back a generation and get that (x-1)9xx series.
The x9xx are very nice, but I was very happy with a 5870 too. The 5870 worked for every game I threw at it. Also, ensure you have a good warranty on the card. Many cards that get run hard develop overheating issues and being able to ship it back to the manufacturer and get a new card is nice. I mainly use XFX who offer a lifetime warranty.
Might spring for a pair of matching GPU's and crossfire them.
Unless you're a real videophile who can tell the difference between 90FPS and 120FPS, I really don't think you need to do this. Most games right now are stagnating when it comes to GPU requirements. Until new consoles start popping up with drastically improved architecture, single high-end cards are already more than powerful enough for all the major games which are usually developed for both PC and console and tend to be specced based on console capabilities. If you're doing some complex 3D rendering or bitcoin mining it might make sense, but otherwise don't waste the money. You'd have to spec out an even higher-end power supply, motherboard, case, etc., and the return almost certainly wouldn't be worthwhile.