From the stand point of a computer nerd. Building your own computer means doing the building yourself, your own labor, your own time and effort,etc. The other way nerds do it is through custom build options off a website from a store that sells computers.(Dell,HP,Gateway,iBuyPower,Cyberpowerpc,etc)
From what I know there is not a major named store that will do the labor for you. Now a small computer parts store or mom and pop shop....might. Usually they will have pre-built computers just like walmart or bestbuy to choose from. They may offer a custom build PC but again you would do what you would do on a website, which is look at a list of compatable parts with prices and you choose what you want.
There is nothing wrong with letting a company pre-build a computer for you. However you are limited in selection to what they have or will have stock or inventory to choose from and pay for a labor price. I personally love Dell computers. The reason why, I get a student discount off the majority of their products. The upside to buying the parts yourself and building it is you choose what products you want in it from the entire world market at any price you can find it at. Your labor cost is 0 because your doing it yourself. The downside to making it yourself is the multiple warrenties you must file for and the time spent building it. Sometimes you run into problems of items not physically fitting.
Hopefully I cleared up somewhat of what you wanted. If not, let us know and someone else can give it ago.