Like with everything else in life, there are pros and cons to both options
If you get a pre-built PC, yes, they will likely put in cheaper or outdated parts, unless you get to configure it yourself. But then, they will be responsible for any problems that occur down the road (within the warranty/support period). They will likely do a professional job of cable management and cooling, which are important.
If you build it yourself, yes, you can put in exactly the parts you want. But, you will need to do a lot of research (weeks, months) to make sure you get a good configuration that ensures compatibility, performance, adequate cooling, etc. Not to mention, you're responsible for looking out for deals on all the individual parts. And, if after assembly, the PC doesn't boot, you are responsible for figuring out why. If a part fails, you will need to send it back, deal with the manufacturer. A custom-built PC means 10 to 20 to 30 different parts/manufacturers to deal with.
In the first PC I built, I didn't pay attention to temperature monitoring ... my PC kept shutting down ... turned out the stock Intel CPU cooler was not nearly enough for it ! In my second custom build, my GPU accumulated a massive cake of dust internally (had to take it completely apart to see it) ... I didn't figure this out until after subjecting the GPU to lots of heat and it gave out eventually. In other words, I'm still learning from mistakes
Building is LOTS of fun ! And with lots of fun, comes lots of responsibility
How much time/patience do you have ? That's really the question.