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The advantages go far beyond price if you know where to look. Building your own pc GURANTEES that you know what parts you put in and that alone is more then enough. OEM parts arent really a good idea unless you only intend to use the pc extremely short-term as their warranties expire rather quickly.
Building it yourself, or at least buying all the parts and paying someone to, allows you to know your system, and assures (like some "small shops" do) that you will get all the parts you ask for. I've seen with my eyes shops put off cheap OEM soundcards as Soundblaster Live's to save cost. I've built my last 2 pc's from scratch and used none of these ideas however. i've gone with the 3rd best proc at the time (amd athlon xp 2000) and a decent graph card and i've never had any sort of operation conflict.