There are definitely some benefits to building your own PC.
You only have to purchase certain components once typically. (Case, power supply, cooling solutions (fans or water whatever))
One of the other significant benefits is the pace at which certain components are released. While processor form factors see a change every other year on average, expansion slots don't usually change for 5+ years. This allows you to purchase accessory cards (video, sound, etc.) and transplant them from build to build.
The tertiary significant benefit to building your own PC is that it's cheaper in the short and long term. Incremental upgrades keep you on the cutting edge for a fraction of the cost.
I perform a significant upgrade every third year. By significant, I mean motherboard, processor, memory (if necessary).
I perform a minor upgrade every other year. Usually video card upgrades, one generation behind. For example, nVidia's current gen is the GTX line, I would purchase a 9 series (actually, I would go with an 8 series, they are cheaper than dirt and they are the same chipset and clock speed as the 9 series)
I hope this has given you some food for thought.
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