In my own experience i can tell you that assembled computers are really good, but all depends on how good are the parts your are using to build it.

Is not the same to have an Intel mobo than a xx mobo.

The good part about this computers is that if some component fails you can replace it easily.
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I have a self assembled computer and have not had any hardware problems. In general a lot of the parts used in these assembled computers are created in the same factory as your bigger name "brands" and normally are reliable. Of course hardware is occasionaly faulty however parts should have a limited warranty. Main problems with my computer have been with the software and viruses i have attracted from the internet.
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That depends on the "Self" that picks the parts and does the assembly. In choosing the parts if you select a quality motherboard and suitable processor, memory with a bit of "overkill" on speed rating a high quality video card and a sound card that meets your needs as well as a sturdy well cooled case then assemble the parts properly you will likely have a system that is dependable, fast, and upgradeable. The thing to keep in mind is that this option is not for the timid or computer illiterate. Dependability depends on the choices in hardware and abilities of the assembler.
If you mean by "Self assembled" that the Computer shop built it then in most cases it will be dependable. The only advantage the "Big" companies have over the independant Computer shops in this area is Tech support (often offset by the "Little Guy" giving support for his product) and designed in limitations on the user, usually accomplished by limiting BIOS Setup options and pre-loading software. With the small shop you normally wont get the Bundled software but you on average will get a faster, higher power machine that tends to be more upgradeable and will have a longer life than the brand name ones.
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Building and supporting computers since 1986

I will tell you my story:

2002, I went to a computer shop where they assemble computers. I gave my specification of computer and the guy I was talking to was not happy. I wanted high speed, high capacity, and so on.

The guy simply told me that all of that you are asking for will yield me much money but it wouldn't serve you the worth. He told me that I was not a bank to have 80GB harddrive, and I needed no ZIP disk drive, and a whole lot. He even denied me P4 processor, but what he made for me is what I now have at home… fresh as new and functional as never.

She's 5 years old, had power supply problem onces do to my carelessness, 1 bank of 258 RAM changed, once I changed the CMOS battery… and that's it.

I also know where to find a lot spares of marked-computers.

A hint to a wise is too much, but to them fools, never enough.

Cheers!
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Putting together your own computer gives you more flexibility to upgrade as new technology comes along in a piece by piece manner rather than in leaps and bounds. My current PC is nearly 3 years old and runs great. I am however an A+ cert tech so the work for me wasn't that hard. I also found I can put way better hardware in than what the prepackaged big names can do. A good mother board is the key. I personally prefer ASUS, I see fewer of their boards returned with issues than any other. I also have fewer issues at build time.
You need to do your research on the products you're putting in to make sure there aren't any known issues with compatibility but in the long run you may be a lot happier and have gained some valuable experience in the process.
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