Building your own has some serious benefits, but everything falls to you to do yourself. I build my own for a few reasons, first being that any software problem I have, I can fix myself, so the only problem comes with faulty hardware. I lived in LA, so I bought all my parts from places that had local manufacturer plants. Anytime I had hardware failure, I popped out the part, called the place and said I'd be there in 15 minutes to exchange it. Usually, I had my part replaced under warranty in an hour or two from problem occuring to getting the new part in my computer. If I didn't have this option, and had to deal with 4-6 week warranty wait times, I'd probably buy pre-built machines for the laziness factor of it.
The only other reason I'd build it myself is because at that point I know it's done right. I spend a ton of time dealing with cooling solutions, cable management, etc. Many Manufacturers don't do that, and also use custom cut cables for their setup. Even buying manufacturer computers, usually there isn't enough slack on the cables to do any clean wiring (invisible wiring for example), which sucks. I like opening up my case to clean it out and only seeing my mother board and expansion cards there. Makes dusting it out quite easy, and also makes swapping parts out just as easy.