You are going to get more of what you want and less of what you don't if you purchase the parts yourself. Most store-bought, premade systems are loaded with components and software that not only you neither want nor need, they also slow the system down.
If wish to follow that route, there are several 'how-to' guides available on the Internet to do it, but be warned: there is always the chance that a very minor technical glitch can make the new computer fail complete (but not permanently, usually), and those can be very,
very hard and irritating to track down, so I'd at least have someone you could call, like a buddy who has built PCs before, or a local tech support shop (most towns have at least one these days).
Just google 'build my own PC', and you'll find a plethora of guides out there. Most of these guides make their money by recommending particular vendors for the parts, but just ignore that and follow the process.
Anandtech [http://www.anandtech.com/] is a FANTASTIC site for guides comparing performance of different components, but unfortunately, doesn't appear to have been updated for a while now.
http://www.hardocp.com/ does reviews too, but you have to dig for 'em.
NewEgg [http://www.newegg.com] is usually averages the cheapest for everything, so you can order all in one place, plus has rock-solid support and return policies; however, if you are dead-set on finding the absolutely lowest price for items, you can use
http://www.pricewatch.com to find it, just make sure to check the reseller ratings.
Good luck!