Credits to JTech for this photo
Pros:
Cheaper (relatively) - What I mean by this is that you don't need to go all the way up to the higher end components to get your desktop PC to max out game settings while maintaining a good enough fps. You can usually make do with "entry level gaming" video cards such as the Nvidia GTX x60s (e.g. GTX 560, GTX 660, GTX 760) to run graphics intensive games (an example of which is Crysis 3).
The price to performance ratio is much better - This is related to desktop PCs being "relatively cheaper." Being able to run games that demand a lot of GPU and CPU power using mid-level components enable you to spend less money to get what you want out of your machine.
Can easily be upgraded or modified - So what happens when a game I want comes out, but my current mid-level components can't handle them anymore? If you have the money, you'll be able to upgrade the parts that need upgrading without having to replace all your other parts. The components desktop PCs aren't bound together (like a laptop) so you won't have much problems swapping them out when your GPU fries or motherboard bottlenecks your rig's overall performance.
Lasts longer - Since you can swap out parts that really need to be replaced quite easily, you'll be able to keep the more robust parts of your PC (monitor, mouse, keyboard, PSU) much longer. This is actually a big advantage versus laptops because of the amount of money you can save by keeping most of your old desktop components while replacing those that can't keep up with your demands.
Cons:
Bulky - This speaks for itself and is one of the biggest cons of gaming on a desktop; it's simply not transport friendly. You can't bring it around because it's just too big. You won't be able to game on the go or bring your own unit to a friend's house for LAN parties (if you still do those kinds of things nowadays).
Not everyone knows how to put a desktop PC together - Not all stores have PC bundles/packages that suit the buyer's needs. More often than not, you're going to have to mix and match the parts yourself. This could be a little difficult for some who aren't experts on component compatibility; which motherboard is compatible with which GPU or if a 450W PSU could power your dual GTX Titan. Hopefully, you have that one friend who could help you out in times like these.
My very own gaming machine. Pardon my photography skills.
Laptop:
Pros:
Portable - If bulkiness is the biggest con of a desktop PC, that aspect's where the laptop truly shines. You can bring your laptop everywhere you go, and you'll never miss out on those scheduled online matches with your friends as long as you have a laptop by your side. (Of course, you'll need internet connection too)
Assembly usually not required - Other than those custom made-to-order laptops, most others are already put together when you see them. This really helps those who have neither the time nor the expertise to put together a PC. You also save time by needing to only look at one complete machine as opposed having to canvass part by part when shopping for a desktop PC.
It's plug and play - Since most laptops are pre-assembled, you won't have to worry about finding the right drivers or software to make each component work. Those things are most likely already installed into your machine when you get it. This helps you avoid problems like display failure due to a missing or wrong driver for your graphics adapter (among others).
Cons:
Usually more expensive than desktops specs-wise - Since laptops are just downsized versions of desktop PCs, the performance capabilities of the components also drastically decline. Thus, you're gonna have to climb higher on the tech tree (and reach deeper into your wallet) to get something that can handle those power hungry games. I don't think a GTX x60m card will give you performance at par to a GTX x60 desktop card. (That's obviously an unfair comparison, but I hope you get my point.)
Break one part, you break everything (for most laptops) - This is the biggest disadvantage (in my honest opinion) of having a laptop. If one of the components break or needs upgrading, chances are, you're gonna have to end up buying an entirely new laptop. This is because most laptops were never meant to be taken apart after they've been put together. You'll still be able to change basic components like the RAM and hard disk, but if it's your CPU, GPU, or motherboard that's giving you problems, then there's really nothing you can do but buy a new computer. Some custom built laptops don't have that same disadvantage but most other laptops do.
Well, that's all I have for today. Make sure you tune in for the next episode of Gaming on a Budget; where I'll be pitting a gaming desktop rig against a gaming laptop! Feel free to leave your comments below.
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