Many people are skeptical about buying a computer from a small local computer builder, there worries are unfounded.  The important thing about getting a computer built locally is to know what you want inside your computer.  The benefit of buying locally is that somebody local will support your system and be able to answer your questions.  Also you can get exactly what you want inside the box.  The downside is that nobody will take your call a 3:00AM, and if something needs to be replaced it may take a bit more time to get.  Overall I think you can get a better computer, and have a better experience with a local shop.  Below is a list of some of the hardware makers you will want to see in your computer, this is not an all inclusive list.  Check the reviews of the hardware to be sure.  The best manufacturers make lemons, and the worst sometime make certain good products.

Manufacturers of products you want to see in your custom computer
Asus
MSI
Chaintec
Intel
AMD
Western Digital
Kensington
Corsair
ATI
Nvidia