I've built my last 3 PC's pal, though for me It's been kind of like some of the guys modding their cars. It can become something of an obsession. It does work out cheaper if yer willing to put a few hours into it, and you do get exactly what your after. With the larger companies like Novatech and overclockers offering pretty good deals on budget pc's right through to gaming rigs, I'd say they had a good chunk of the custom pc market. BUT!! If you check out their website design for their ' custom' PC's, its all drop down menus for each component, ie, whatever components they supply. Perhaps the independent guy can provide something a bit more ' bespoke'!!
If It's a hobby for you, and you enjoy doing it, give it a bash as a sideline and see how you get on. Good luck!