I always build my own. I got into this at work and never looked back. We made a cheap generic looking computer into a hidden "super system" for demonstrations and trade show, this was not my main job but fun to do.
I have six systems doing various tasks and I have a new system I'm working on for doing video. Since I don't want to get in to a long list I will just give the "general PC" that I'm sitting at and the one I'm building.
Asus MB, 512MB, XP2200, ATI 9600, firewire card, video capture card, modem card, USB2 card, Soundblaster live card, 100Mb ethernet card, two 9GB 10K SCSI (160's), 40 GB IDE, 40 GB detached firewire drive, Jazz disk, floppy, Panasonic DRV106 DVD R/W.
Building: Asus MB (built in sound, lans, firewire, USB2) 1GB(2x512), XP3200, ATI 9800 pro, 200GB ATA, Panasonic DRV108 DVD R/W, floppy, so far......
I know I'm not up to date on the new system but that is the best I could do for the $$$