@Iluviaporos - The problem is that a decent rig is going to be pretty expensive either way. I don't find it to be that much cheaper to buy the parts separately, if you want to get good parts from a reputable company.
Because there are always good sales on or computers that people are selling secondhand that will work just as well as a new one.
I think the main reason to build your own rig is because you want something that you can customize to fit your specifications. Not all games are created equal and power can be expensive, so it can be worth deciding that you want to spend more money on one particular aspect of a rig and skimp on something else that doesn't matter to you.
Of course, if you want your rig to double as a work computer you have to take even more things into consideration. Most people aren't going to be able to afford to get one for each different activity though so it's another factor to consider.