I'm a proponent of usually building your own gaming PC rig, BUT the fact is, the whole warranty thing is dicey at best these days, regardless of buying individual components and building it yourself.
For example, I bought a high-end video card made by Gigabyte last year. Right out of the box, it would freeze up the PC or cause a random reboot within 2-5 minutes of playing anything using 3D graphics. Just running standard 2D applications though, it'd run fine all day long. Everyone told me I needed a bigger/better power supply, or I needed to take off the heat-sink and fan, add better heatsink compound and re-seat it, or I just needed to try other versions of the ATI drivers, or I had an overheating problem because my case wasn't cooling well enough..... I forked out some $'s for a great power supply, and nope -- same issue. Also tried a few different driver versions but clearly that wasn't the answer. So after wasting all of that time + money, I requested an RMA from Gigabyte and sent it back in.
Well, Gigabyte sat on my card for about 3 months, meaning I had a non-working system that whole time while I waited for it. When I finally got it back one day? It looked like nobody even touched it. It just had a note in the box stating the RMA had been "processed" - with no explanation of it defects were actually found. I tried it out, and same issue!
Ultimately, I wound up trading it plus $100 cash to another computer enthusiast for his nVidia 3D card. (He wanted to tinker with re-flashing the BIOS on it and so forth, to see if he could get it going, and he didn't like his nVidia GTX series card for some reason.) Last I heard, he had to RMA the card again and is in the same boat I was in originally, where there's no word on when it'll get repaired/replaced and Gigabyte is just sitting on it again.
Given my whole fiasco? I almost surely would have been better off buying a pre-built PC, so a failure like this would have hopefully been resolved by swapping out my whole computer or troubleshooting it and replacing the defective card, minus all that uncertainty about power supply wattage/type and so on.
I still prefer the customization made possible only by building your own PC. With cases alone, there are SO many options.... But I'm not completely down on the idea of getting a good pre-made system from a known reputable vendor either.