The only time I purchased a pre-built PC was when I was about 15 or 16 and didn't know any better. It was a simple $250 eMachines PC and served me use in my own room. It wasn't until I started getting into games like Counter-Strike: Source and Combat Arms did I realize that I needed to upgrade. At the time, I had absolutely NO idea what to do, so I turned to a friend. After he told me I needed to upgrade my Motherboard and GPU, I did so and just experience how much of a difference that made, I was hooked. Since then, I've been building my own computer, and computers for friends piece by piece. It's cheaper, more reliable, and more fun for those who like it.
Buying a pre-built PC is not only expensive, but it comes loaded with so much extra software and junk that it's usually a lot slower then what they advertise. Other then that, a good portion of the time, you're mainly paying for the BRAND name. I always get a little sick to my stomach when someone tells me they bought a $2000+ alienware PC, when I could have built the same exact thing for under $900, or spent a few more to make it even BETTER.
Generally put, if you know how, you should always build your own PC, especially if it's going to be used for gaming. If you're just looking for a computer to browse the net on, go pre-built, but look for a cheap one. You don't need a Ivy Bridge Core i7 with a 1 Terabyte hard drive just to watch Netflix and use Facebook/Twitter