They usually come with the operating system and a reasonable amount of software already installed, and may also be supplied with special utilities or other software specific to the unit. Some include a year or more of Internet access. They are usually rather expensive for what is included in the box, and you may have to buy other peripherals you will need, especially a monitor. These systems usually use proprietary components and can be difficult to upgrade or expand. You typically have no local service or support.
Performance can be poor on lower-end systems that sometimes skimp on the less flashy components.
You have little ability to customize the systems to your needs. Software included often does not come with source disks, making disaster recovery very difficult. Manufacturers who make retail desktop PCs also usually make retail notebooks. Large online and mail order stores, group buying clubs, and sometimes online auctions. Be sure to research the specific model you are considering before you buy, to eliminate those that current owners have a lot of problems with.