Building your own box is the *only* way to fly. To get a Dell with the same level of equipment I put in my new custom rig, I would have had to pay half again as much, and I'd never be 100% certain that I had quality components (unless of course I VOIDED THE WARRANTY by opening the case).
Working as an ad hoc hardware monkey in the corporate world, I've seen one too many big-name desktops with no-name RAM or some atrocity like a Quantum Bigfoot "archival" hard drive to ever trust someone else to build my baby for me.