The first time I built a computer was when AMD came out with the Athlon in 1999 and went "super mainstream" in the blink of an eye (I was also lucky enough to buy stock in AMD then, but not smart enough to hold on to it when it bottomed out a few years later).
In any case, I had ZERO experience with computers then, but after my Intel machine went tits up and I tore it apart, I learned a great deal. I managed to build and sell about 6 Athlon machines in a month with almost NO computer experience- I just got on-line and did some research, asked some questions and fried 1 motherboard because of stupidity on my part. Then I quit and bought a HP followed by a Gateway.
Just recently my Gateway died, and I'm stuck using a HP built in 2000 until I build a new machine.
The bottom line is that building a machine is pretty simple... just do the research and ask questions. The biggest problem today is that there are SO many options out there that you have to be really careful with compatibility. However, if you do the research and come here and ask questions you'll have no problem building a fine box... not to mention that you'll save uber bucks compared to ordering one from big box shops like Dell and HP.
My advice is to build a simple machine with good parts that will last you a couple of years depending on what you want to do with your machine. If your life revolves around a computer, and you have little experience with building them, then I would suggest ordering one. But if you're willing to learn about your machine, save a few dollars, and can afford to take the time required to build one- do it.
I've been out of the game for almost 7 years, but I'm willing to build my own today because I think pre-ordered machines waste a lot of resources on unnecessary software and keep you from being able to upgrade so you'll spend another $1000.00+ in two years when that technology starts becoming obsolete.
The box I'm going to build in August will be up to date, but will also afford me the opportunity to upgrade in a couple of years to what will probably keep me in the same system for about 4 years. Now, if you're a computer junkie that might not cut the mustard, but if you're like me and want a good machine to play games and do day to day things like bills and web surfing, then you'll be good to go.
I've learned so much in the two days that I've been a member here that I'm not really worried about building my box when the time comes. Putting it together is pretty simple- understanding it is not. Once you understand the process the build will come easy.
Good luck!