You could also just buy somebody's custom bike off eBay. Someone who already dropped a ton of cash into it. You'll get the upgrades and new parts you want. Bikes on eBay routinely only fetch 50% of their real value. You just have to be patient and open minded about trying something different. I have never bought an off-the-shelf bike totally built. But if I did, I would still swap out wheels and other parts anyways.
edit: here is a perfect example of what I'm talking about. Add up the Phils wheelset, frame, crankset, brooks saddle, bars, etc and then look at the price you can get this awesome bike for:
http://cgi.ebay.com/2001-Di-Bernardi...ayphotohosting