What the hell is lord tony talking about? Almost all of the parts when you buy them have longer warranties than the OEM brands (Dell, HP, etc). I think those brands only give you 1 year warranty while I have 3 year warranties on my power supply and hard drive, the rest are all one or two years but I still have warranties.
As for buying windows, you can get an OEM version (which is the same as regular windows) of Win7 home premium for $100. As for taxes it's actually cheaper, when you order PCs from HP or Dell (I keep using these two brands because I've purchased the most from them) you need to pay $100 or more in taxes/fees while on newegg it's about $20 or less depending on the state you live in. Building a PC will always be somewhat cheaper because you aren't paying for the People that make it or for the brand name