I have heard many times that Alienware has problems with drivers up to the point where it actually wont work well.
Im not sure if those were isolated effects or if it is common.
Because of this it might be a good idea to stress test it in your local store (assuming they allow it) or at home and then return it if it crashes.
Personally i use downgraded version of a 17 inch model (lower CPU to decrease heat) just for that.
SLI: BIG NO.
First of all, not all games use SLI. Second, laptop GPUs are already problematic due to drivers, so if you add SLI, you are asking for a dissaster.
If i may, id recommend MSI gaming models or Clevo models.
Asus as a third option, because i heard latly their models have los some quality.
Toshiba as a fourth.
Any other (HP, Lenovo, Dell, etc) are as far as i know Low quality build when it comes to internal layout.
1 Last observation: If you get a big laptop (17 inch or more), make sure you have a very good carring bag. My 17 inch is mostly made of plastic and weights aroun 5 kg os its easy that even walking and carring the bag on your shoulder could be too much for the plastic at some key locations (mine brok in two locations, luckliy i cought it on time and fixed it myself).