yes, it is possible to build your own laptop. I have seen on ebay they sell "bare bones" laptops, where you add your own hard drive, optical drive, video card....etc.
but, be advised, building a laptop is not as easy as building a desktop, laptops are much more complicated and probably should be done by a professional.
another thing, laptop parts aren't cheap either, when you get done buying all the parts for one, you will have spent more money on it than if you would have bought it prebuilt.
and there's nothing wrong with dell laptops.......I would recommend them, gateway also.