Well, certain parts of the system (ie: the main backplane/ motheboard) are very specific to a dell system; however, disk drives etc.. I've never had an issue buying them from my own suppliers when a system has gone out of warranty.
ram, cpu and hard drives can be bought anywhere. However, there are some peculiarities. For example, in some servers like their lowerend tower servers (maybe their higher end ones too?), you need to get additional parts when you add a cpu like a VRM chip, their shroud assembly for proper airflow and their heatsink/fan to work with their shroud assembly.
We had a problem before where only dell hard drives would work in their blade servers for raid. Non-raid you could use any hard drives. But a bios update fixed that issue.