I prefer to build my own, and not just for the hardware options these days. OEMs these days throw so much crap software on the systems that it can slow down supposedly fast machines. They also may not send you everything you need if you would like to reconfigure your PC (120 GB C: drive why?!?!?), such as the XP disk for your op system. Here's an article on the Dell XPS "Gaming" system I found that demonstrates this issue: http://hardocp.com/article.html?art=OTI0

Besides, where is the fun of opening one big box and starting to play, when you can open many small boxes and build it yourself?