Depends. I replaced the hard drive in my iMac a while back. Apparently you're not supposed to be able to do that, but it was pretty easy. Reloading Mac OS was also MUCH easier than reinstalling Windows, and it was far easier to restore my data too.
Can you just build one up from off-the-shelf parts?
Depends. You can pretty much build a Mac Pro equivalent from parts using a server mobo, although it'll probably cost you more than just buying a Mac Pro. The others are harder since their construction falls more in line with how even PC laptops are made, in a very specialized manner that can make some things hard to duplicate.
Johnny Cash built a Cadillac. It was pretty cool according to his song.