Dogtrousers
Kilometre nibbler
The self build advantage is - as said above - that you are in full control of choice of components. Depending on the type of bike you want there may be a niche supplier who will do a bespoke-ish build for you, getting the personalised spec you want, but using their expertise/wholesale buying power. I'm thinking in this case of Spa, who let me supply my own wheels (on condition that their grumpy wheelbuilder was allowed to insult them), and who were happy to discuss most of the components, within certain boundaries. Others may be doing similar stuff in the lightweight roadie market, I don't know.