I had contemplated building the new computer I just got, since I built my last two (kinda two and a half) computers. But I didn't really feel like putting up with the hassle of making sure I got everything with the correct PCI-E slots, correct CPU + mobo configuration, etc...
So I just got mine from the website Ibuypower. Had my new computer for a month now and it runs like a dream. Spent close to $1700 on it, and it should last me for at least the next 5 years, I'm thinking. I did some shopping around, and compared the price of the individual parts on places like newegg and tigerdirect to those I was getting from ibuypower. Turns out that if I had bought the parts and put it all together myself, I would only have saved around fifty bucks. To me, that was worth it to be able to use something right out of the box.
Of course, I bought my computer during a holiday sale and saved about $300, so a word of advice... wait for a big holiday if you can. I got mine during fathers day, which isn't really a BIG holiday, but it helped.

I edited to add, that when building my previous computers, I've experimented around a bit with different parts.
ASUS - great all around products, especially motherboards. My newest computer has a 27" ASUS monitor.
Western Digital - HD's. I have 2 WD HD's, a 1TB 7200 RPM with 64 MB cache, and a 60GB 10000RPM Velociraptor. The 'raptor is about 3 or 4 years old now.
Corsair - I always use them for memory if I can get them.
EVGA, XFX - I'd say XFX makes the best quality graphics cards out there, and EVGA has been very reliable for me in the past as well.
Edited by Paradox Jast, 01 August 2010 - 08:25 PM.