I have always built my own computers since I was young. It is the way to go for sure.
If you are looking at building another one a really great website is pcpartpicker.com.
You can input each piece of the pc there that you want, it helps with compatibility between parts (if you don't already know), it searches the lowest prices from many retailers for each part, ect.
My current system that I have is: (I just got the mobo,cpu,ram)
AMD FX-9370 4.4GHz 8 core
corsair h60 water cooler
asus m5a99fx pro r2.0 atx am3+ mobo
gskill ripjaws x series 16gig 1600 ram
radeon hd 7950 3 gig 384-bit GDDR5 GPU
wd 1 TB storage drive
OCZ vertex 3 60g SSD for windows and one or two games
coolmax 900w fully modular power supply
I have not yet tried overclocking the chip, but I am planning on it here soon when I have some free time to do it. This chip will take quite the OC but I may have to upgrade my water cooler some to really pump it up there.
What I just replaced was pretty much the last things I needed on my system. I did have an AMD phenom II x4 965 3.4Ghz quad core that I had OC'd to 3.9 with stable temps. Then 8 gigs of ddr2 ram (forgot the speed), with all of the other stuff other than the mobo, being the same.
Pretty much done with the system for a while, next year I will stick another one of my cards in there to run both but other than that its about good and should last me some time.
I'm getting ready to put together my friends pc he is building which will be really fun, it is a beast of a machine top of the line all the way, with cpu, mobo, and double gpu's all liquid cooled.
If anyone ever needs any pc help or advice feel free to msg me on skype - poptartworld24