Depends on your experience I suppose. If you're brand new to AR's, but have good technical experience (ie. light gunsmithing or something similar), then it might be worth it to build. Same goes for if you're experienced with the AR platform, but never owned one (ie. CF, or just played a lot with a friend's AR), then building might be a good choice.
But, if you're brand new to ARs with little technical skill and experience then you're definitely better off buying.
In general, I would advocate buying your first AR so you can experience how a well put together rifle should perform, if you buy a reputable and reliable company. There's also the security of a good warranty, depending on who you buy from. If you just go straight into the build, you might have some weird performance issues from either one or a combination of mistakes. Of course, if you manage to isolate and fix those mistakes then you'll definitely learn more from it.