You've hit on the conundrum of many a hard-core gamer. Laptops score high marks for style and convenience, but it's well-known that you'll pay more and get wimpier components. Even worse, you'll lose out on the simple desktop upgrade path of swapping in another video card as soon as a new model hits the market.
To be honest, you're not going to match the raw processing power of the very top-end desktops, such as the quad-core
Dell XPS 710. However, for anything less than that bleeding edge, the difference between desktop and laptop performance is getting narrower all the time, thanks in part to mobile versions of Intel's lauded Core 2 Duo CPU.
The
Dell XPS M1710 is the leader of the laptop gaming pack, and it's one of the first laptops with Nvidia's latest mobile graphics chip, the GeForce Go 7950 GTX. If you'd rather spend closer to $2,500 than $3,500, the
Gateway NX860XL or
Toshiba Satellite P105 are good, gamer-friendly desktop replacements.