Depends on what you want.
Personally, I build all my bikes from the frame up. That way, I know what I'm getting and exactly how it was built. Plus, I hardly ever find a complete bike that is configured the way I want it.
Learning how to do it is the easy part. Acquiring the proper tools is what will bite you in the ass.
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"Love is not the dying moan of a distant violin, it’s the triumphant twang of a bedspring."
S. J. Perelman