Well, ya, thx to M$'s muscle + monopoly tactics it's not POSSIBLE to buy a new computer with XP any more!
I'd recommend XP for any new gaming rig, actually, so yes, TRY to go with XP.
Here's the real problem, tho: Will Dell even SUPPORT that machine with XP on it? (You do NOT want to have a new Dell machine that they won't service, or support, you see....)
I suggest that you ask them before you spend any $$$.
Tell them outright that you DON'T WANT VISTA, YOU WANT XP, but you understand their predicament, er POSITION and that you'd like to re-install the system with XP and then ask them what would that mean WRT your support with/from them. Or even ask: Can you charge me for Vista AND XP and install them both, or just the XP (and you can "upgrade" to Vista later if/when you want?)
If they say "Yes, everything is fine with us if YOU run XP, then go ahead and do whatever is needed to get things set up that way, either via them or on your own.
If they say "No, we can't install/sell any machine with XP" or "You'll loose your support with/from us if you install it XP on it" then I'd tell them "Ok then. Thanks, I'll go get my machine from Gateway then" and see what they do!