not hard at all... the longest part about the process would be doig the research and looking at all the different components and parts out there and researching all the differences between them. That comes with time... but when you do finally have a system you want to build, it'll be like burger king... the way YOU want... not how a company wants to give it to you.
building a system is easy in the fact that for the most part, they all just stick together... click here, plug there, etc... the more difficult part can be the wiring. (I.E. making sure all the wires are in the correct place)
Once you build, not only would you know that you did it, but if something went wrong, you would know hot to FIX it. saving you lots of time and hassle in dealing with a company.