I'm built too average to justify a custom frame, but when I did build up from a frame I'd snagged on Ebay, I put the kit together piece by piece. I did go with one groupset for most of it (Chorus, except the rear derailleur, because Chorus had gone to the black parallelogram by then), but I got a Chris King headset and Phil Wood hubs. Also, custom built wheels with White Industries hubs, Velocity Fusion rims, and Sapim spokes. American Classic seatpost, 3T stem. It is one bike of all my stable that's completely MINE, because I had it repainted the color I wanted, I chose every component, and I personally put on every single thing except the headset and bottom bracket, which require tools I didn't have.
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"Don't take life so serious-it ain't nohow permanent."
"Everybody's gotta be somewhere." - Eccles