Why do you want to build your own bike?

1. Trek, Specialized etal can all buy components more cheaply than you can. The downside is they tend to spec. cheaper components for the bottom bracket and headset and house branded parts for stem, handlebar etc. It also means that you are paying somebody else to have the fun of assembling your bike.

2. Security Bicycle, among others, market "bike kits". This is one box that contains everything, except the frame and fork, that you need to build a bike. You generally have some latitude for substituting alternate components and you greatly reduce your chances of ordering components that won't talk to each other. Cost will probably be a little higher than buying a complete bike, but cheaper than buying all new components individually. Another good thing is you have the assurance of knowing you have everything that you need to assemble the bike. My son built a new Felt bike last night - all except for a 10-speed Shimano chain pin. PITA.

3. Some of us have a stock of lightly, or not so lightly, used parts that we have accumulated over the years. That can greatly cut down on what you have to buy but there's always a reason why they're in the parts box and not on the front line. It also limits your choices for parts that will work with them. Putting together a special use bike for minimal or no cost, however, can be a pleasure in itself.