I agree with the others, in fact it is often cheaper to buy one pre built than build it yourself.
Companies like Dell etc buy their components by the thousand, so can drive the price down from their suppliers.
You, on the other hand, have to buy your components one at a time from ebuyer and other companies.
There is no way you can buy the parts yourself cheaper than Dell and others can buy them.
The main advantage you get from building it yourself is that you get to pick and chose all the individual components, plus you have a much better idea of how a computer is put together and therefore are more likely to be able to fix it.
The main danger of building it yourself is that if you put it all together and it does not work, you do not have one company you can go back to to get it sorted out, you need to do it yourself.