Building a computer yourself is a good way to pay extra, actually. If you have never built a computer before I would not suggest doing so unless you have changed parts on your computer yourself before and know the name of every part. But you can try.
edit: honestly I think you are setting yourself up for disappointment if you buy yourself all these parts and have no idea how to put it together. Maybe buy a barebones case, it comes with the motherboard, power supply, cpu, and sometimes a graphics card already.