newegg.com and user reviews if you're in the USA.
I have a $750 laptop from newegg. It works great. For a lil graphics benchmark, it can play Crysis at medium/high settings, with one or two on ultra high. No lag in games that aren't crappy ports from a console.
important specs:
NVidia GeForce 9600 GT 512mb
intel centrino dual core processor (2.6ish GHZ i think?)
4 mb of RAM (3 mb usable)
300-and-somethin gig HDD
This
is the laptop that i bought for $750 with a $50 rebate. There were a couple things bad about this laptop. Crappy wireless adapter meant i had to buy an external one (which, on an unrelated note, broke). Weird and noisy CD drive means I can barely put a cd in without worrying it'll scratch the disk. Company that assembles/makes it is kind of a scam. I filled out the rebate form correctly, tried to go back and edit one field on the previous page, and was locked out and denied a rebate, and was met with no response to my e-mail to customer service.
What I'm getting at is that MSI may have some (or a) good laptops, but expect corporate jerks.
Anyways, definitely newegg if you live in the USA, and read the comments on products.
also, you can program on just about anything, to run the programs you need equipment to run games, so a graphics card that's not outdated and a mid-range processor should be just fine.