I built it myself. Here's why:
It's cheaper
I don't have to pay the middle man. If I could buy parts direct from the company, I'd do that. No sense in wasting money.
More custom
By hand selecting each part, I know exactly how it works, how it should perform, and have a better idea of what to do if it messes up
It's fun
I really enjoy doing it. Just don't let upgrading it become an obsession though.