Typically, computers that have been custom built are, by no fault of the manufacturer, the WORST you can get.
It's always been Apple's strong point to control "the whole widget" - it means you'll never get any sorts of incompatibilities, even in huge OS revisions (OS X was painless, hardware-wise if you had bought a computer somewhat recently. Compare that to the problems that came with XP. With so many little companies building components who Microsoft didn't release advance copies of XP to, with which to write drivers, many cards still don't run in XP).
It also means better device drivers are often written into OS revisions (something currently being worked into Windows too, but with cut-down drivers, and primarily video) - your computer is always the best IT CAN BE.
When you build your own computer, you're putting pieces together that were designed to be used wherever possible, but not necessarily to be used with each other. To guarantee compatibility, you often need to match components (matching RAM makes a big difference, for instance).
Then you get the limiting factor of everything having to comply to the ATX/Mini-ATX standards or risk being incompatible; so things aren't engineered to be efficient, to be comfortable, to fit nicely together in a stylish manner. That's why Apple is able to put Macs into cases like the one the Mac mini has, and the one the iMac G4 had (it was a round motherboard; the only one I've ever seen). You can get quieter, more sensible cases because the industrial designer can choose to reorganise components to fit together in such a way to promote cooling and to stack neatly. Many Apples have had convenient access to the RAM slots by putting them on the underside of the motherboard (the iMac G4 is a good example). You just plain can't get this on a PC (without violating the standards).
So then once you've accumulated all the components you want and put them all in generic case #293, you start the laborious task of making sure you have the absolute newest device drivers for all your bits (no sense having the best stuff if it's out of date), including (for best performance) the IDE/SATA controller, the Hard disk and, in some cases, the motherboard itself.
So then when you've got all that together, you still have around 200 megs of drivers you'll NEVER NEED preinstalled in Windows (to make it easier for people).
If you are going to go PC, which is your every right, at least with a Dell/HP/other name brand, the Hardware is 100% supported by Microsoft; often with custom install/restore routines written (Dell is a good example). Everything has been sourced together, and the image installed on your computer has the RIGHT drivers installed for everything. So at least the computer is known to be exactly right with the components it has.
Then there's something a whole lot of people don't give enough credit - BIOS updates. With Dell (in particular), there're as many as 25 BIOS revisions for certain computers. You don't need to know the model and manufacturer of your BIOS, and the Flashing process is made as painless as possible (which is still agony). You get the best updates at the lowest level. With Apple, you get even better, since it's simply Open Firmware (no BIOS), the updates are all GUI-based. USERS can do them.
You honestly go and download the latest BIOS revisions for your BIOS chip from Award or Phoenix or whomever, do you?
There's a lot to be said for building your own computer. It's fun, it's cheap, and you can learn something useful. But it's not ultimately going to ever make a BETTER computer than you can get from someone like Dell or, even better, Apple. And I still haven't got into support woes. You build yourself, you fix yourself. No warranty (except the parts, sometimes - a lot of people insist on purchasing from computer 'fairs'), software support requires a full explanation of the pieces inside, and on top of that you get Microsoft so often declaring it an apparent problem at your end.
That having been said, I work at a PC repair and sales company, and I build computers regularly. The difference is, we work in a similar way to Dell (only without the outsourcing :P) - we use known pieces, so we can update every machine because we know what's in it, and which updates have been made available for every piece.
15" MacBook Pro
Mac OS X v10.5.1
2.33GHz, 2GB RAM, 120GB HDD
5G iPod 60GB