Q: When purchasing a PDW which vendor should we use?

A: It's really up to you. Microsoft has done a great job with the various vendors who can sell you a PDW to ensure that they meet very specific specs.  Which one you choose is really up to you, and which hardware vendor you already have a purchasing relationship with.  If you are already an HP shop stick with HP. If you are a Dell shop, stick with Dell.  The same goes with any additional vendors which Microsoft adds later on.

With the PDW it's more about the software and the network config than the specific hardware.  The reason that you can't build your own PDW is that Microsoft wants to ensure that the backbone of the system is up to spec so that you are sure that you get the results you are looking for.