Think Millay has pretty much summed it up, build it yourself and you know exactly what is in the box and it is a brilliant learning experience to be honest. Buy a unit pre-built and all you are doing a lot of the time is saving yourself hassle, you know the PC should work out of the box, you know if it goes wrong that it is up to them to fix it and unless you know a fast supplier that can get all the parts to you in less time the pre-built will be ready to use before a home build.
Personally I would say build it yourself unless you want the unit up and running within a certain time frame, if you have the time to build it yourself though I would do it, you can learn so much from putting a PC together yourself and seeing exactly where everything is and by researching what parts you want to buy you will learn a lot about the different components out there on the market
