You are completely full of shit. DO NOT post things when you have no earthly idea what you are talking about.
Building a PC from the ground up is definitely the most cost-effective, and customization friendly option you can take when looking at new computers. The only reason why I would tell you not to do it, is if you have absolutely no idea what individual pieces of hardware are, and are intimated by the thought. Even then though, its easy enough to find a comprehensive guide online that shows you step by step how to do things.
With that said though, newegg.com generally has the best prices/service from what I have found. You can get a real monster of a machine for $1500, and I doubt you'll even spend that much if you're just wanting to max out WoW.
A good place to start looking at a parts list would be this thread:
http://forum.notebookreview.com/showthread.php?t=139863
The community is incredibly helpful, and the post just got updated with a new parts list as of March 27th.
Good luck with your new build!