Dumping $2000 into a PC would be retarded unless you had a lot of cash to burn. I spend an average of $800 to get more than I need. My current computer cost me about $900 and I can run more than one high-end game at the same time without lag. Obviously that's useless but it was a great way to give the machine a stress test and see how much it could take. I've yet to push this thing to its limits. And FPS games are far superior on PC. Not only is the mouse the only way to go if you want fast responsive aiming, but FPS games are known for being the pinnacle in graphics which is another area PC's shine.
Did you already buy that PC you linked or were you still thinking about it? I have some suggestions for you if you wanted a gaming rig. The processor and graphics card both need a boost, also HP is known for adding needless and inefficient software bundles that will eat up RAM and slow down basically everything on the computer. You can simply format the compuer to get rid of that shit but it's a hassle.
You most definitely would want a dual core processor (they are cheap these days, often cheaper than single-core) and you want to steer clear of the integrated graphics all together. That computer you could easily upgrade the Graphics card as it appears to have support for 16x PCI-express (which is standard for high end cards), but that Processor is a big bottleneck. Even a nice Graphics card would be bottlenecked because of that processor.