Yeah, I have to agree... you aren't really going to save much $ on building. But you can usually get better parts for the same price. I've built most of my non-laptops myself for about 10 years. I never trusted manufacturers to use quality parts, even if I paid them a lot of money.
Something I forgot to mention... try using a "machine building tool" at a place like
http://www.aberdeeninc.com/ to build a machine. Then just buy the parts they use and put it together yourself. That way you don't have any problems with compatibility.