There is already a few companies like that, that custom build a pc to your specs. They offer full warranty on pafts/labor for a decent period of time, use name brand components etc. CyberPowerPC, iBuyPower, Falcon Northwest just to name a few. The pc is tested, fully functioning even can have mild to moderate OC, and ranges from basic pc to full blown custom liquid loop over the top builds.
There's just a few minor issues with most of those companies. The biggest being budget. When you buy parts off the shelf, there's already a retail markup on the item, but that's it. (well plus tax too).
With custom builders, not only do you have a retail markup, you also have inventory, labor, the secretarial pool, original shipping, stocking, advertising fees, electric bill portion, etc that's also tacked on. And you have no choice but to pay. You can buy a 1Tb hdd from Amazon, office depot, newegg etc for less than $50. At CyberPower, it's $72. You don't get to shop for rebates, best prices etc, you are stuck with theirs. They have deals with certain companies, Corsair in particular is very much evident, so your choices on psu will be limited to what they offer, which can be Corsair CX, CS, VS, RM, AX in various sizes, all with the above mentioned pricing.
Try it. Pick a company, there's usually quite a few adverts on Tom's home page and build a pc, something respectable for gaming. Then build as close to exact specs as possible, the same pc from pcpartpicker.com. I built one a while back, the custom pc was little over $3500, looked awesome, all decked out with OC and decent grade stuff. Same pc on pcpartpicker.com (slight variances due to personal choice of psu, gpu, case (which were actually better quality/performance)) came to little over $2400. Only thing I had to do was put it together myself. $1100 savings for 3hrs (they do a very good job of neatness in wiring etc, gotta give them that) (if you pay extra for it) worth of my time.
This works on any professional built pc, either online or local shop, even companies such as Dell who have custom built to order pc's.
If budget is of no concern, go ahead and use those custom builders, nothing wrong at all with them, you'll get a warranted, custom built for you to your specs pc. Budget especially though, is usually a deal breaker if you can build it yourself far cheaper, with more options and specifics you want, that those companies don't offer.