Generally as mentioned if you pick out a new bike, spec out all the parts, source them and buy them separately it's more expensive than the new bike.
I built mine more cheaply but I started with a wheelset from another bike, and saddle etc, started with a single ring up front with DT shifter, and waited for bargains and clearance sales to get it the way I wanted. I think there are several approaches that *can* be cheaper building, but probably not from just ordering all the parts at once from the usual sources.