Same here, as I've been building PC's for over two decades and love every minute of it. It's all about what you want out of it. Is it for business, gaming, browsing & email, or even a Home Theater PC? Each has specific parts meant for it...i.e. you wouldn't necessarily SLI or Crossfire a couple of video boards for a business system, but if you want a great Gamer PC...
And it's all about budget, bargains, etc. Watch Dealnews.com if you have time and patience, as I nabbed a couple of 1.5TB drives from Dell for 200 and free shipping about 2 months ago. Their working great in my little ReadyNAS box, which is what I needed them for. Two weeks ago I picked up an Intel Quad-Core Q9550 for my desktop system for $169 from MicroCenter, but you have to pick it up. For some strange reason, they currently have the absolute lowest prices on Intel proc's, to include the i7-920 for $199. It's all about keeping your eye out for a great bargain when it arrives.
Yep, putting your own stuff together is the best. Again, the best of luck in whatever you choose.