TJ Hooker pretty much covered it. IMO, it kind of depends on your personality. Your first time through you will need a lot of patience and pay close attention to detail. Don't get in a hurry. Any time you have a question get an answer you understand before continuing. If you get frustrated, sleep on it.
If you don't have those qualities, get a pre-built. That's simple. Plug it in and connect the cables and if it doesn't work, return it.
On a self built you will need to do the debugging yourself.
I like building them because I can spend my money where I want to (CPU vs APU, GPU, SSD vs HDD, PSU, etc) rather than just take what someone else decided I needed. The other side of that is since I picked the parts I know what I'm getting.
The one thing you do NOT want to do is use a cheap PSU. Everything in the box depends on clean, stable power so don't skimp on your PSU.