Hi!
I assume you have the Dell Alienware m15x and not Alienware's very own Area-51 M15x before it merged with Dell.
I used to own an m15x before i gave it away to my nephew.
Fans: Unless your fans
kaput, no point changing these.
GPU: This will be expensive to replace, and you can either buy from Dell or 3rd party resellers. Not all GPU will work (MXM 3.0b compatible only) and not all will work the same.
CPU: Can be changed. Get i7-920xm/i7-940xm for unlocked multiplier (overclocking/underclocking)
Storage: Change to SSD
RAM: Upgrade up to 16GB max (16GB will not be recognized in BIOS, but in OS)
You need lots of reading up before you even think of customizing the CPU and GPU.
Also you would need to weigh the costs of all these modifications against having another PC. The above configurations altogether may cost you close to 1k.. Since you say you're not as hardcore a gamer as before, you may want to consider getting a much more lightweight laptop (The m15x is a brick, I hated carrying it around for important stuff) After all, the m15x is considered to be a desktop replacement.
Just my 2c opinion!
