Three things stopping me:
$$$
Knowledge (Will this motherboard work with this processor and case, etc.)
Time
I got 5.1 surround speakers from Newegg.com and they were very fast and reliable. Any reccommendations of any other sites known for this stuff would be really helpful. Newegg doesn't really tell of compatibilities of it's products -I have to read the reviews to get that.
FYI: I'm looking to build a gaming system that will also work well for mods of games. I'm wanting to make an updated Battlestar Galactica game using the Freespace 2 source code.
knowledge - you pick the CPU u want and find a motherboard with the right socket, usually everything on the market is up to date on clock speeds, etc. make sure u get the right memory and install in the right order (sometimes not linear), that has burnt me on non-sequential installation of memory. Case form factor at this point afaik is atx or something extended, but that is straightforward, or just go without a case and put it in a pizza box.
time - i can understand this one well - i build my own machines for my office (4 in 2 offices, 2 each) but when they are done i avoid touching them for as long as possible. last set of 4 lasted at least 3 years, this set is over 2 years old now....the new tactic is to build 4 at the same time using identical parts in all, then install one OS on one drive and dupe the drive onto 7 identical drives (4 backups). presto-magic.
$$$$ - custom systems unfortunately aren't cheaper. the hardware flexibility may or may not be worth it to you.