I've been building my own since about 1990. Got boxes full of old parts.
I can say I did own a canned IBM PC computer once - a Tandy 1000 EX, but man it was worth it. I had it decked out with 640K of RAM and I upgraded to an 8088-2 proc at 8MHz MHz, external 3.5" disk drive, the works. So even though I had a canned system, I still decked it out. I was the cool kid on the block back then too since everyone was running 4 color CGA graphics and I had 16 colors! I could play Starflight in all its glory! On top of that, I had 3 voice sound chip with a noise generator!
Bad ass!
But yeah, since the early 90's I only built my own PC. It is the only way to get what you want.
I do have this itch to dig in my boxes of old parts and throw together a PC with a 3dfx in it and Windows 98SE. Got some old 3dfx games I want to play that never worked right on the 3dfx emulators. This is one game -
http://www.homeoftheunderdogs.net/game.php?id=2523 (I donated this unreleased 3dfx version to this site - it was never released to the public, but the devs decided to give me a copy after the company went bust. There was a non-accelerated version released in Europe to keep the company afloat but it wasn't enough) that I'd like to fire up again. Never worked right on an emulator - the colors got all screwed up. You had to play in software rendering mode which is not as smooth or good looking.
-S