If you want a real technical explanation, then check out this bit from anandtech.com, which is a fairly reputable hardware benchmarking / review site. (He's been on Tech TV before, if that means anything to you.)
http://www.anandtech.com/printarticle.html?i=1360
Here's his summary from the bottom of that article:
"For today's buyer, the Pentium 4 simply doesn't make sense. It's slower than the competition in just about every area, it's more expensive, it's using an interface that won't be the flagship interface in 6 - 9 months and it requires a considerable investment outside of the price of the CPU itself. Remember that you have to buy a new motherboard, new memory (if you don't get it bundled with a boxed CPU), and a new power supply/case. This is the investment that must be made in order to have a CPU that can't outperform any of today's top performers with the promise that tomorrow's Pentium 4 will be better.
Our recommendation to you? Wait until the Pentium 4 turns out to be a bit more, SSE2 support is still in its infant stages, the i850 platform is doomed because of its exclusive RDRAM support, the Socket-423 interface will go away pretty soon and the performance just isn't there. Intel does have the potential to make the Pentium 4 a success, for the reasons we just mentioned and discussed further in the article, however it's far from a success today."
I seem to recall tomshardware.com coming to the same conclusion. If you want actual vendor recommendations, then mail order companies like Alienware and Falcon Northwest come highly rated and tend to use the best parts, as they're geared for gaming. But then again, Dell comes highly rated too, so I guess it just goes to show that every once in a while you'll get a lemon no matter what brand you buy.