I know it is a bit sacrilege here, but are there any websites where I can get a good pre-built PC for not much markup over what the self-built version would cost me?
As far as I know, not really. The best I've seen if you don't want to build it yourself is go to Frys Electronics (I think microcenter does the samething). Buy all your components there (you can price match everything) and they charge $50-$100 to build it completely depending on what you specifically want. That is probably going to be way cheaper than going to say an alien ware or the like.