I build my own and have done after I bought my first one. It's far cheaper to do self build, the components still come with their warranty, you get exactly the machine you want and although it's initially daunting if you haven't done it before, trust me - they're like lego. They are far simpler to build than you think.
Personally, I've looked in on Del for example a few times & just think that in general, they are really an appalingly low spec for the money.
The easiest way is to get a 'barebones' which is a case with a motherboard already in, usually a power supply too and from there you only have to plug in a cpu & fan, hard drive, cd rom/rw drive, couple of sticks of RAM, then any optional cards you want - graphics, sound, tv card etc. Just be careful to do a little reading on the internet first - make sure the components all work together - but it's really not as complicated as you might think.
However, if it's too alien - I would endorse Evesham - they build quality machines in general - but beware - they know how to charge for them.