That is the sort of question that is best answered yourself. The primary comparison is price, but there is also the issue of the ability to customize. You can custom order stuff here, but the price quickly jumps up as you add more accessories and higher end hardware.
Doing it yourself, you are able to do EXACTLY what you want, but that requires the knowledge of how to build a computer, which I suppose is assumed if one is visiting this site to begin with.
I am sure there are others that are better suited to answer your question, but that is a good start.