I never actually did. Well unless I count my first computer which was technically my parent's that bought it back when I lived with them. Was around year 2000 or so and they bought a prebuilt Pentium 3 computer. Though it seemed kinda custom built, it was from a local business. Was not a HP, dell, packard hell, or emachine etc. I used to hate working in that computer because the power supply was sideways and actually covered most of the motherboard, was a stupid design, not to mention the giant slot processor with a tiny little fan. haha.
Later on I built an AMD 2000+ system that served me for many years, and I don't really remember the ones after that, it was just newer generation of the AMD processors so like 3200+ etc... My last PC was an AMD Athlon X2 that was built when AMD was ahead. My current computer is less than a year old and I went with Intel this time, a core i7. My server is actually a core2quad. That was built in 2008 if I go by the date on some system folders, which seems about right. Due to build a new one.
It's cheaper to buy nowdays though but I still like the flexibility of building. There's no way you are fitting an add-on video card inside a prebuilt computer let alone 2 for SLI. They use crappy power supplies, and don't have the physical room as video cards now use at least 2 slots and are very long. Most prebuilts are also low profile cards only and you're lucky to even have a spare slot on the motherboard and spare power supply cable to feed the video card.
If I need a PC for a very specific purpose then prebuilt is probably the cheaper way to go. I can fully see why businesses go that route and if I ran a business I would go that route too. For servers though I'd probably go with more modular custom systems and have spare parts. It's incredible how prebuilt servers are so proprietary and they rape you for things like hard drives and ram.