That's what it comes down to. I've assembled several PCs. The last one only a couple weeks ago. Luckily, Fry's Electronics (local to me) stocks quality components to be able to build an awesome game machine. But if I had to mail order them, it would be more of a pain in the case where something doesn't work.
The huge advantage of putting together your own system is that you have control over the components. It also allows you to upgrade piece-by-piece as time goes by (like the video card) instead of being stuck with your purchased configuration until the next big upgrade.
My last PC, before being turned into the "guest" game machine had several upgrades during it's lifetime. Bigger hard drive, newer BluRay drive, new video card, etc. But when I noticed the BIOS date was late 2009, I decided it was time for a new machine.
I always upgrade the motherboard, power supply, and case all at once. The fans on those components will wear out in time anyway.
So what did I end up with? A screamer. MSI Gaming motherboard, i7-4770K, 8G, 250GB SSD, 3TB HDD, nice Antec case and power supply. I could re-use a couple components from the last mahcine: BluRay Drive, video card to save some upfront cost. Eventually I'll get a new NVidia card when the next generation comes out.
