For what I wanted, a high end box for Java and web development, I couldn't build it cheaper than dell could sell it to me. I watched the "As Advertised" section on Dell, gotapex.com and Bensbargains.net Got a 3.4Ghz with 512MB 533Mhz ram, 250GB SATA Drive, Dual DVD/DVD+-RW drives, XP Media Center, Raedon X300, 19" LCD, 5.1 speakers 3 year warranty & support for $1100 to my door. I could come close to building something similar for near that price, but when shipping was included and I figured the value of the warranty it's way over.
Look around, Dell is really giving some killer deals lately. They had some on their XPS line which is their gaming line when I was looking that weren't bad.
Building machines is fun, but it's hard to beat someone like Dell's prices when you figure the discounts they get on everything.