I actually just went and built a new machine...and it wasn't
too bad. To put some things in perspective, back in the mid-90s I worked at a computer hardware store, building and repairing machines day-in and day-out, but I haven't been in that kind of business since then. There was almost nothing similar to those days except the basic names of some of the parts "video card", "case" etc. I also build my last machine some 7 years ago and even from then the industry has moved fast enough that almost nothing is recognizable.
Slots are all different, the variety of RAM types is astonishing and there are more form factors, cooling solutions, hard drive types and motherboard types than you can shake a stick at.
Turns out the internet is a very good resource these days for benchmarks, price comparisons, compatibility reports etc. It really only took me 3 or 4 evenings to get back up to speed with the state of the art (ASUS had a great series of videos on NewEgg about their latest motherboard line), put together some rough sketches of systems and started to price them out. A couple iterations later and I settled on a configuration and placed my order.
A few days later everything arrived, and even though I had never touched an SSD before, had everything assembled in 2 very lazy evenings. Instructions are provided these days with most of the parts and aren't too bad. I probably did a couple things not-quite-right, but everything seems to work fine so.
I expect this system to give me 5-7 years of service and it ran well under $2k. Has an SSD for the main drive and 4TB of secondary storage, 32GB of RAM, not "quite" top of the line video (but pretty beastly), 4 cores on the latest intel architecture. It chews up games and emulation with ease and I actually do my day-to-day work inside of a couple of VMs that you barely notice are running.
So yeah, it took a few more days of my time for research, but now I know the hardware scene a lot better and the time from order to fully usable system wasn't terribly longer than ordering a complete box.
For fun, I tried to spec out an Alienware and came up with a system not quite as fast, with less storage for about a $1k more.