The Alienware M11x is a pretty good deal for gaming laptops (very portable too). My roommate bought one and it hasn't disappointed him, its specs are not the best but you can't complain when you're getting a GT335M card in an 11 inch package. The lack of a DVD drive may be a problem but nowadays you can buy games off Steam and if you want to install disc-based games you can share another computer's DVD drive over a LAN and then use a fixed EXE to bypass the need for a disc. Or just buy an external USB dvd drive.

If the alienware is too small, the ASUS G51 is one of the best deals and its 15.6" screen should be adequate. Also get a 9 cell battery if you plan on using the laptop away from a wall outlet on a regular basis, because a GTX 260M is a power hog. Other laptops like the Alienware M11x have the advantage of secondary integrated graphics that you can switch to to save battery/reduce heat when you aren't gaming.