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That is actually changing. A subcatagory of laptops called "desktop-replacements" are being designed for gamers on the go.
The Asus G1S or G2S for example are very good gaming laptops, not too expensive either considering what the competition costs. They ran both Supreme Commander and CC3 at good speeds. The G1S (15" screen) goes for $1500 the G2 (17" screen) is about $1700. Compare that to Alienware or the Dell XPS and your at $3000 easy. No way I would spend 3 G's on a laptop, and I am about as nerdy as they come.
This is a good site for laptop reviews...
http://www.notebookreview.com/default.asp?newsID=3728&review=Asus+G1S
What I plan to do in the next few months is buy a Dell (most likely a Inspiron 1520) and upgrade the GPU to a 8600M ($100 extra). You can do the samething to the Dell Vostro 1500 as well.
I love ASUS notebooks but I am on the road a lot and they are too bulky. But as a desktop replacement + occasional travel they are really good for the price.
Just be sure on the GPU. Make sure its at least a 8400M and you really want to shoot for a 8600M. Also, 3 days ago Nvidia just released the 8800M which is a cut down 8800GTX with full Directx 10 support. I imagine they will be expensive at first, but it is the future.
Incidentally I have seem WOC on a Asus Lambrigini, it wasn't as pretty as on my 8800GTX but its definitely playable. Next year you will start to see some really good gaming laptops.