I just bought a frameset and all the parts to set up a CX ss/fg, and upon reflection I would say that buying the complete might be the way to go. You could easily sell the parts you don't use, or keep them around if you want to set up gears down the road. I probably spent almost as much as the complete for my build, but I like the satisfaction of hand picking all of the parts.
Do you have any parts lying around for the build or would you have to buy every piece?