Why bother? It seems like a big hassle to build something that you'll probably want to upgrade when you notice it's not keeping up. But by the time that happens, you'll be hard pressed to find a CPU or GPU for a reasonable price. Take a look at ASUS's latest offerings if you want to game on the go.
Honestly, get an MSI or ASUS notebook. Between those 2 there should be no way you cannot find what you want cheaper than it'd cost to build the same machine.
If you build your own then you're gonna pay full retail for every part you put in the machine whereas buying a complete unit you save substantially on every part in the unit.
Yeah, you can get some barebones models, and add CPU, RAM, HDD< optical, etc, but I really fails to see the worth in it. It's not as though you can, say, choose video cards, or anything along those lines. And most big brands give you a fair number of config options on notebooks these days (for example, pick your CPU, etc) that I just don't see the advantage. Not to mention warranty related issues being more of a hassle with the whitebox notebooks...
Building one is better and cheaper. You can always find used parts that are very good quality and no where near as expensive as a new laptop. Oh man I used to work for staples and the computers they would get for recycling I could only imagine the parts that got thrown away