My problem with pre-built is that they usually cheap out on something important to make a profit. Usually the power supply, graphics card or memory.
The boutique builders are better, but you usually end up paying for the privilege of them building it for you and could do it cheaper yourself.
I've built a fair few pcs (although not for a few years), and it is easy. Just do your research and make sure your motherboard supports your CPU or that you can update the BIOS if required. Everything else is like connecting Lego.