There are Pros and Cons.
The HIGHER the cost of the computer, the MORE you can save by building it yourself. I've seen $600 PC's I could maybe build for the same price. I've seen $2500 pre-builts that I did for $1600 (and some of my parts were slightly higher quality).
WARRANTY is another issue. When you get a pre-built you often have to return the entire machine and pay shipping at least one way. Then you don't have it for weeks or possibly months. Want to change a small component without wrecking your Warranty?
*I also recommend building. Here's the crucial steps:
1) Setting a BUDGET (specify what it's for; i.e. case and internals only + Windows).
2) Get help with parts (i.e. pcpartpicker )
3) Build (CPU thermal paste etc..) and TEST ( www.memtest.org )
4) Install Windows, programs, drivers etc.