My opinion is that if you are looking for a home or small business class machine, it's tough to save by building unless you really scrutinize the parts and wait for deals.
However, if you are a gamer, have serious graphics needs or like to play with over clocking then it it is worth your while to build with the components that best match your needs and budget. It can really deep dive you into research mode though as it leads down a path of really having to research what makes motherboards, memory and other parts different from one another and also which ones play nice together and which may not.
Fun though if you are into that sort of thing. Nothing like that feeling of excitement vs. fear when you have to flip the switch on the power supply for the first time to see if it will actually work or set off the smoke alarm.
