I'm running Win7 RTM x64 on a homebuilt with a 790i FTW EVGA board, Intel Core 2 Duo E8500 (3.16GHz) OC'd to 4.28GHz, and an EVGA 260/core 216 graphics card and have absolutely no complaints at all. Frame rates are virtually "locked" at 59Hz (maximum monitor refresh rate and VSync On) and I get absolutely no stutters during AH. I have yet to find anything that won't run on it although I did change several of my old x32 programs to x64 compatible versions. I don't even have to disable any background processes to do this, something I couldn't come close to doing with my old single core GenIII Dell XPS. The other advantage to a DIY is that you can more easily upgrade. My Dell had lots of proprietary plugs and equipment (like the PSU) and was virtually impossible to really upgrade anything but the graphics card. My new build is easily changed.
As far as building is concerned, this was my first and was quite fun to do. This board, along with many others on the internet, provide a wealth of info to assist you. Do be careful though if you decide to OC as there are quite a few folks who volunteer info that can get you in trouble if you take their numbers for gosphel without knowing the details. For instance, I've seen people recommending CPU voltages well in excess of Intel's published limits and then, when pressed, they'll admit that their Core temps are through the roof or they use watercooling and failed to mention it. It's best to take things slow and monitor all your temps and voltages carefully as you increase your speeds unless you don't mind frying and replacing a CPU or two.
I haven't personally seen the problems Ripley describes but then I don't really do much multimedia. If you do, then I'd certainly take that into consideration.