Building yourself is the only way to go unless you want a laptop. Pro's of building: you get exactly what you want, you get the satisfaction that you built it, you didn't overpay for it, your customer support is us. Cons: it is kind of scary the first time you put one together, hoping you didn't break it, but the satisfaction what outrules this con.
Pre-build... Pro's: none Cons: Customer support, overpriced, proprietary system aka very expensive and difficult upgrades, the cases look like crap, no overclocking, the list just keeps going.