Mail order, however, will deliver the bike that requires you to assemble by yourself, which I have 0 experience and don't want to mess up things.
Get experience.
If it is just a matter of putting the handlebars, pedals, and wheels on (like how you would pack a bicycle to take it to another country to do a cycling tour), that's easy and is something anyone can do (and is something most cycletourists know how to do). I've lost track of the number of times I've dismantled my bicycle and put it together again with all my travels. But the very first time, I rented a case from a bicycle shop and the guys at that shop showed me what to do.
However it is, in fact, a good idea to know how to do those things even if you're not going to travel with your bicycle. Removing and replacing the wheel is a key part of fixing flats.
If there is more to it ... i.e. building the wheels, running the cabling, installing the gears etc. ... then take some classes and learn how to do it. You can find classes at your local university/college, at places like MEC and REI, put on by your local clubs (especially touring clubs), and at bicycle shops.
Why don't you just go to the bicycle shops in your area and ask:
1) if they have bicycle mechanics classes and if not, if they can recommend where you might find one
2) if they ever assemble bicycles and how much they might charge for that.