Unless you're talking about building a desktop comparable to Alienware, you aren't going to build it for cheaper than you can buy a system UNLESS you have wholesale connections. Now, if you're building it to say you did it yourself that's a different thing altogether. I've been in the computer industry for 20+ years. Computers have gone the way of stereos, tvs, vcrs, etc. They are designed to be cheaper to replace than to repair or build yourself. Computer manufacturers who mass-produce computers now buy components (hard drives, video cards, RAM, etc.) for pennies on the dollar in comparison to what even wholesalers/distributors can sell them for. If you're looking to save money, buy a system.
You're wrong. Yes, you can buy a system with what looks like similar specs to one you can build... but they aren't the same. If you pick parts out yourself you can build a system at a similar price or cheaper that is faster due to the clock speeds and such on the components they are using. You can buy a ton of prebuilt desktops with 2-3 gig of memory these days... but go ahead and run CPUz to check everythings exact specs and you'll soon see the memory is slow as hell. This is also true for the actual processors they use, and many of them use proprietary motherboards that are a pain to, or impossible to do certain upgrades on in the future (Thus saving you from having to toss it and buy a new one).