There's pros and cons in both building and getting a ready built. Building one is very educating but if you do something wrong it can turn expensive. Also if a component turns out to be DOA, getting a replacement will slow down the process a lot. A ready built comes with a warranty for the entire package.
Some builder shops will test the computer they've build for a small additional charge. Some may have a bunch of variations from "basic" to "pro". The levels in between include motherboard bios update and testing, installing components into the case with or without testing, neat cable management, OS installation etc.
Shifting the risk of failure on someone else might be worth some extra.