I'm actually doing something similar very soon. Like other posters said, your pc needs many different voltages, and your GPU / CPU draw a lot of current. High current either means very thick, bulky wires, or many smaller wires in parallel, this is why high end GPUs need multiple 8 pin connectors which both have the same pinout / voltages.
One solution which I think is regrettably overlooked by most of the community is 12V DC-DC adapters. People get put off when they see that the Pico PSUs are rated for <200W, but the wattage rating on those pico units doesn't really tell the full story. When you're bringing in 12V as a source, the Pico PSU only has to provide +3.3, +5, possibly -12, and a handful of signals. That 160W rating only applies to those voltages, which your computer doesn't use much anyway. 12V power can be passed through a switch to your CPU and GPU, which are the main consumers of power in your system. I don't know whether the Pico unit passes the 12V power through quite like this, or if its electronics can stand up to high current draw, but Gury makes a unit which can and does. Gury's G-Unique PSU is a tiny little board that plugs into your mobo with some additional connectors dangling off. It's extremely space efficient, and it's only limited by the power your external brick can supply. 19V solutions, on the other hand, have to transform all of the power your system consumes, and are limited by both the external brick and internal converter.
Personally, I was happy to pay Gury a premium to prepare a kit for me and was glad to wait a month for it to arrive because I spend enough time working with electronics at my 9-5 and I wanted my initial build to be low stress. Plus, I had to wait a while for other parts to arrive anyway / was traveling a lot so it made sense at the time.
However, you can DIY a 12V DC-DC system pretty easily. Snag a used HP server PSU off newegg or ebay for ~$50 and a picoPSU 160xt for another ~$50. You'll need to find the 12V rails on the PSU, solder on some heavy gauge wire (the exact size depends on your system requirements), crimp on some connectors for entrance into the case, and install your Pico PSU. Then all you need is a 12V relay driven off of the 4 pin CPU connector to allow power to flow to the GPU. I've thought about possibly designing a little PCB to make this process simpler for other users but the project fell by the wayside when I found out I could by a complete kit.
I'm going to buy one of those HP PSUs soon because my G-Unique power brick gets hotter than I would like when I play games for a long period of time. Once I've cobbled together a power brick from that PSU I'll post a little guide regarding that component and then maybe if I have the time I'll design a little board with the 12V input connector, a couple 8 pin PCIe connectors, a relay, and a terminal block then order a hundred or so that I can ship to people who are interested in 12V solutions.
