It really depends on what you want your rig to do and how much time/money/resource you have to work with. Most save up for partial/complete kits(ie ICON stage 7, ToyTec BOSS, etc etc) for the ease of it, and generally most are happy with the results and the fact that they can hang/crawl with the big boys ASAP.
If you don’t mind taking the time to fine tune and get the right components for your specific needs, it’s best to do it bit by bit and do some proper research on what will best fit your needs. A good example is this thread where JJRus237 did his research and pieced out his set up:
Baja Runner Long Travel Build
Linear Mode
