If you buy new, at retail prices, it costs more. If you get your gruppo from most American mail-order companies, it will be about the same. You will still need to build your own wheels, most of the time. The advantage, though, is that the bike is exactly what you want and need, and the quality of assemblage is not a mystery to you.
If you want a new gruppo and want a great price (at least on Campagnolo), then you probably have to order from an Italian retailer (such as zonabici.com), taking advantage of the favourable exchange rates. You will pay about $25 shipping, and will need to pay some duty (probably 6%, maybe 10%), and will have to wait a long time, too. This is an alternative only if you know what crank length, BB size, etc that you need. Also, you will still need to build your wheels here. They don't sell rims, so you will need to get your rims and spokes here.
In the end, you will still need to by a seatpost, saddle, stem, and bars. It is quite a project, but nothing which a determined cyclist isn't capable of doing at home.