I have built computer for many years and never ever got a bad motherboard! The failure rate is really low and talking about bent pins then usually it is because of mishandling like turning a CPU the wrong way in the socket.
People are just more likely to post reviews about faulty items than fully working ones.
I would bet that 9.5 out of 10 motherboards that are shipped to the end user are good. I would also bet that 9.5 out of 10 motherboards that end users return because of "issues" are their own fault. I wouldn't be discourage about what you read on the internet, you're only looking at it under a 200x microscope, and not the whole big picture.
Now, building one from scratch compared to buying a name brand pre-built depends on how much money you want to spend basically (well, also convenience is part of it as well). You're always going to pay a premium to buy it pre-built.
If you need the part immediately, then the local CompUSA or computer store is the best, if they have it on the shelf. Yeah you'll pay anywhere from $5-45 more for it, but if you NEED it Now, then there's no other option, is there
Outside of that scenario, I would find the cheapest price that includes shipping. I personally only and always use NewEgg. The reason I don't use Amazon is because you have to be a detective to figure out Who is shipping the product and where to find the information IF something goes wrong with the shipment. BestBuy just isn't a computer parts seller, so I only go there for PC games or a TV