If you're looking to build a new rig, I recommend going to
www.tomshardware.com and spending some time reading. It covers everything about PCs to a very high level of detail.
You can learn all about CPUs, GPUs, RAM, mobo, power supplies, bottlenecks etc etc i.e. everything you need to make an informed decision.
As Feuer Frei! said, you'll pretty much always do better with a custom build than a prebuilt as the latter tend to make compromises in areas that can hurt performance, and they often aren't really optimised (e.g. they often build in readily anticipated bottlenecks, where one of the CPU, GPU or memory components significantly differ in capacity from the others).
Cheers