I built my current windows desktop. It’s the first one I built, and I wouldn’t have done it without the help of a friend. But it turns out, it’s not hard. The hardest part is getting the initial components right (motherboard, gpu, etc.), then it’s kinda like Legos. Oh, drivers can be a pain too.
If I remember, I got everything from either Newegg or tigerdirect. I think I checked out both and determined which was cheaper. This was all years ago too, and it’s still running strong.