The hardest part in my mind was watching UPS screw up the shipping via the tracking link. Other than that I was more than pleasantly surprised at how little gnashing fo teeth there was. It was pretty easy. Also easier on the pocketbook to buy what you want an build it than have somebody else do it for you.
I build mine too but I set out some kind of contest for myself each time. The last one was build the best computer I can for less than $400 (already had the monitor, keyboard, and mouse). I built a pretty good system with an Athlon 2800 and a cheap but cool case and basically quality standard other stuff that I put together piece by piece from ads and EBay. That was almost two years ago and it still seems pretty good to me.
You can hit a snag sometimes though that can really slow you down. I tried to build one around a faulty motherboard once and that was really screwy and took forever. I refused to admit it was something that I couldn’t fix when I really couldn’t.
The only real problem I had was when I turned it on for the first time, it booted from my DVD drive, and then during XP setup froze. I restarted the computer and it took me like an hour to get it to go back into XP setup… ticked me off until I pressed F9 and it let me boot from the DVD again… I think I am going to have to go back in and mess with the headers for the lights on the front of my case and the jumpers for my keyboard so I can turn my rig on with my keyboard.