I've personally owned all three of those brands Zafo, Gateway, Alienware and now Dell.
I loved both my Gateways though one of them was actually bought back when they were called Gateway 2000 so it's not the most current opinion. That said, the customer service and technical support were both excellent.
Case in point, the second one I owned was during the transition period into a new home which was still partially under construction (ie. lots of dust/debris), to make a long story short they did not hesitate to send me two new power supplies in an attempt to troubleshoot a noise issue. The issue was eventually discovered to be a dying video card (this was back when fans/heat sinks were not the norm on cards) which eventually burned out. In spite of the fact that I almost assuredly killed the card due to poor 'housekeeping' of the case, they replaced it without question.
Also when I first took delivery of the second one, the corner of the monitor (19" CRT) was slightly malformed (just the plastic portion) yet they had another monitor on it's way within just a few minutes of being on the phone. The new one was delivered in a week or so and the old one picked up then.
If I could've found a Gateway specced the way I wanted it for a price comparable to Dell, I would've went with Gateway.
As for Alienware (the computer I just replaced), that was a different story. Among other things, the delivery date of the computer was pushed back more than a month because of video card shortages, the mail in rebates took months to receive, the customer service was abhorrent, the technical support not much better (both were handled overseas) and the case was really a poor design for something marketed as a hard core gaming box.
For most of the life of the computer I had to have the side of the case off with a small household fan (10-12") blowing inside of it to keep it from melting down (case was made of a lot of plastic which looked awesome but insulated more than it dissipated). The first video card went after a couple years and the motherboard failed just recently. Aside from all this, the performance of the machine stood the test of time well.
A worse story however is my buddy who bought one. Basically specced out his dream computer, spent a mint on it, he receives it and the machine doesn't post the second morning he goes to start it. Tech supports tells him to ship the computer back and his cost (because he's a Canadian customer), both ways, and they'll fix it. After fighting for a week or more with increasing levels of management, Alienware agreed to pay for half the shipping costs (so one way) and things were eventually resolved but make of that what you will.
And for Dell, I've bought three Dell machines in the past two years, one for Atlanis - works like a top, one for my Mother - no complaints that I've heard and just recently one for myself. The customer service is not stellar (again, overseas) and they were not very tech savvy when I asked about the RAM limitations of 32bit Vista but they handily beat the prices of other 'brand name' computers and were most flexible in terms of specifications as well. I've not had the machine long enough to comment too much on it but I can say the case is awesome (XPS) and the efforts gone to properly route the air flow are very impressive.
*Edit
I should add that I attempted to price out the same machine I bought with a local computer shop and I maybe stood to save $300-400 dollars if I bought everything separately and have them put it together.
Also, as a result of them (Dell) doubling my 'Corporate Discount' from 6% to 12% by getting a 3 year warranty, the warranty itself cost me like an extra $12. I did the same thing with Atlanis' computer but have had yet to use it. If I had to pay full price for the extra warranty, I would not have done it but everyone's mileage varies when it comes to warranties.