The usual concern with Alienware is that you're often getting less for your money than other options. But at least in this case you're getting a small form factor which is somewhat unique and a bit more complicated to do yourself. If this is what you want, and you're happy with the price, I won't try to convince you otherwise.
As far as the system specs go, this should be a very solid system for most modern games at 1080p. GW2 in particular will run very well (or at least as well as it does for anyone).
Cooling is theoretically more of a concern in a small form factor due to less airflow, but I'd hope that a $1600 Alienware PC has taken that into account in its design. You can't overclock an i7-4790, and the GTX 760 Ti isn't going to get very hot either. Pay attention to your hardware temperatures from time to time, as any PC gamer should, but I think it will be fine.