What's a good website for building custom gaming laptops?

Try visit tomshardware.com

Bad news, Laptops are Not for building yourself.
Good news: You can go to ANY brand site and pick from what they offer as available options in ready built machines.
Get the Recommended Specs of the games you want to play and then try to find a machine that meets or exceeds those specs.

Skyrim Specs:
Recommended Requirements
-Wndows 7/Vista/XP PC (32 or 64 bit)
-Quad-core Intel or AMD CPU processor
-4GB System RAM
-6GB free HDD (Hard disk drive) space
-DirectX 9.0c compatible NVIDIA or AMD ATI video card with 1GB of RAM: Nvidia GeForce GTX 260 or higher; ATI Radeon HD 4890 or higher
-DirectX compatible sound card

GTA V specs:
OS: Windows 7 (64) or 8 SP 1
-Core i5-3470 3.2GHz, AMD FXk-8350
-RAM: 8 GB (4 GB)
-GPU: GeForce GTX 660 or similar ATI or AMD Radeon HD 7870
-Hard Disk Space: 65 GB free HDD
-Sound Card: DirectX 11

MINECRAFT
-CPU: Intel Pentium D or AMD Athlon 64 (K8) 2.6 GHz
-RAM: 4 GB
-OS: Windows XP or better
-Video Card: GeForce 66xx or ATI Radeon 9xxx and Up with OpenGL 2 Support (Excluding Integrated Chipsets)
-Sound Card: Yes
-Free Disk Space: 150 MB

Counter Strike: Global Offense:
-Intel CPU: Pentium Dual Core E5700 3GHz
-AMD CPU: Phenom 8750 Triple-Core
-Nvidea GPU: GeForce GT 630
-AMD GPU: Radeon HD 6670
-RAM 2GB
-OS Win 7 (32)
-DirectX 9
-HDD 7.6 GB