Build or buy depends on how deep your pockets are, how much experience you have, how comfortable you feel installing expensive hardware, etc. If you want to build and live in the United States then I'd recommend
Newegg to buy the better part of your hardware from, as most often they'll have the best deals, and if they don't, their service is more than worth the premium. If you want to buy a high-performance machine then you can go to any big-name manufacturer like
Dell,
Alienware, or if you really feel like a big spender,
L.
The more costly the computer you intend on getting, the larger the price gap grows between building and buying. Also with buying you're guaranteed to get the machine fully-featured and fully assembled(I built this three years ago and my front audio ports
still don't work). That being said, building is much funner and much cheaper. If you need specific instructions, feel free to ask