I do all my own maintenance and build bikes up myself but haven't built a wheel in a long time since I just buy them already made. I've never built a frame either and don't have any desire to.
Usually, when I want a new bike I start searching for frame/forks and then go from there...except for my new mountain bike, which I bought whole from an LBS. If shock issues come up, I will either go to the LBS or to the manufacturer to fix those as I'm not comfortable diggin into them. Other than that, I do the work.