I have been building my own for the last four years. What I have found out along the way is that the relationship between the chip and motherboard is a ying-yang thang. You can have good relationships and you can have bad ones. By hitting lots of reviews and different boards you start to see commonalities bewteen certain mobo's and chips, most of these are being oc'ed but even if you don't oc it's still a more stable mating. I too was going to get the 920 because of the reviews but was steered towards the 930, for $10 more you get a significatly better chip.

Next I look for the memory, video card and mobo pairing, this is usually straight forward but I still am paying attention to the reviews/overclocks. SLI is a biggie for me and cards.

I'll always buy a large game case as they have the room for the bigger video cards and chip cooling units.

For power supplies I always go with Corsair.

Could I find something from a store with simular guts? Maybe, but they wouldn't be what I have sniped for nor the brands I want (and that research has proven to be reliable). What I (we) do would be very unusual and hard for a store built computer to handle and compute. Without a doubt I build custom graphic arts/rendering/3d modeling rigs. I give a very minimal overclock to the whole thing. Just my 2 cents is all. You can have success at the store too, but I think you would be more satisfied with a proven custom rig.
 

Comitted to excellence through art.