I'd advice against building your own PC for three reasons:

1.) It's not as easy as it might sound and unless you know what you're doing, don't bother.
2.) You will very often get better deals by buying a ready one. You'll get a whole bunch of demo-versions, ad-cds and so forth with it, which eventually lower the price. Even more the case, certain shops give you special deals, for whatever reason, or by selling the PCs in large numbers lower their costs (Economic Law of Mass Production).
3.) If you build you own PC and it does end up working, it's far from probable that your choice of the components will not result in a significant loss of power. Shop-chains, usually know what they're doing.

Though if you do feel lucky, try building one. However, it will not be cheaper.