Laptops by design are not Do It Yourself (DIY), because they have to customize the specific parts to work with battery power, fit in the case, reduce power consumption and avoid HEAT (very hard to do in such a small confined space). Not to mention the weight factor nor about making the parts even SMALLER then the desktop equivilent.
EUROCOM used to sell a generic laptop case to build parts into, but this was very narrow on the parts you could buy (much less the power supply video card, etc.). Your best bet REALLY is to just buy a gaming laptop outright, and ONLY Alienware can be 'modded' by design (i.e. add more HDDs, memory, swap video cards, etc.) as far as I am aware of.
If your really into 'messing around later' you should stick with desktops for that purpose. Personally I think it is a waste, because the parts bought SEPERATELY are FAR more expensive for PCs then buying whole packaged PCs, then just adding one or two necessary parts later.