@HungryGuy That’s entirely untrue, depending on the type of machine. For 2k euro i could make a god of gaming PCs. The only time you’d spend that much is if you really, really want an alienware, and they’re a waste of money in my opinion. i just bought my PC last year for $1200 including a nice 23” flat panel monitor. I can play almost anything you care to mention at high graphics, 1600×1040 resolution (except possibly crysis, though i do make the requirements). Now, if you’re going for a notebook, that will cost you more, but a desktop is easy to keep in that range. Even a very good gaming notebook i could get for under $1500.
That said, I suggest building yourself if you have the gumption and the time. However, no matter the route, there really isn’t simply one good unbiased site for reviews and benchmarks of all components. You’re going to have to do research on each and every part if you want that. It can be done, and I find it quite fun, but that’s up to you. Otherwise, i think @Lightlyseared has some good advice, and you can easily use those names to build a computer on a computer store’s website, though i admit i don’t know one for Europe. The place i build my last four computers at, IBuyPower, only ships to north america. Sorry :-/
[EDIT]: also, jsut to say, gaming on a PC and console are very different, so saying “if you want gaming go console” isn’t necessarily good advice. I have quite a few consoles and game on them a lot, but PC gaming is very different. Superior in many ways, though admittedly pricier. But, it’s very much a matter of taste.