Built my own, had a lot of problems at the beginning, blue screen and all, adjusted the settings in the BIOS to try and make it work, voltage, timing and all, nothing worked, so 3 motherboard, 2 CPU and multiple different kit of RAM later, I just ditched AMD for Intel, never had a single problem afterward, even though I'm basically reusing every components I had before, except the motherboard and CPU. Still no f'ing idea what the problem was, even tech support from the store I bought the parts from couldn't figure it out, nor could the online support of G.skill, AMD, MSI, Asus and Gigabyte, even though they all gave relatively good info. (especially G.skill)
So yeah, that's the thing with custom built machines, when something happens, if it's not something simple like faulty RAM, it's a massive pain in the ass (and the wallet) to troubleshoot.
Current rig:
CPU : i7 875k
GPU : ATI HD5870
RAM : 8GB
PSU : 850W
SSD : 120GB Intel 520
HDD total disk space : 6TB