I do everything but build wheels, though if I had to do a one-time operation that requires special tools (bottom bracket fixed cup, for instance), I'd probably have the shop do that rather than buy the tool. I've built my last two bikes from frames and a box o' components, though, and my commuter is made from three old mountain bikes. No particular reason, except that I can, and why tie up the bike for three days in the shop for a problem I can fix in half an hour?