For the computers I use now, they do use parts you don't have access to. Stuff like Skull Candy boxes aren't able to be built yourself. Computers like iMacs and Alienware Alphas are also of a size and form factor that you cannot replicate with off the shelf stuff. If you mean "prebuilt ATX sized computer" vs "ATX sized computer I put together myself", yea, go for it! Building it yourself is better.
It's just a me thing but a few years ago I got so fed up with wires and fan noise I declared Never Again and set up my computers to get away from that, and the only way I found to do this is with prebuilt customized hardware.
Performance? Well, price per performance metric is inferior, sure. But I built computers since 1997, and I was ready for a change. No more ugly ATX, mini ATX, micro ATX cases! Couldn't be happier.
Worse comes to worse I'll use a laptop. And I definitely can't build my own laptop.