I tend to build work stations for people to actually do specific productive things on. A major reason to build these yourself is that you get exactly what you want. If you just want to browse the web or watch lolcats, anything will do, but if you have a specific and unusual agenda (like doing actual work with a computer), then the flexibility and customizability of building it yourself can not be matched by complete solution vendors.
This article clearly points out the second critical reason to build your own work stations.
Workstations are among the best builds you should put together yourself. Big box companies often markup their machines by thousands of dollars and get away with it because businesses and professionals are willing to pay for the extra cost. However, if you’re willing to spend a couple hours on a weekend building your own brand new workstation, you can easily save thousands of dollars! No longer will you need to pay Dell, HP, or Apple $5,000 for what you can build yourself for $2,000!
Here are my favorite useful resources for configuring new PC builds.