I select the parts, but pay the vendor or someone local to assemble and test it. Not only do they do it every week (if not every day), if some part is DoA they have others on hand to swap in and out to find out which part is the problem, but I don't, see: everything changed since I built the last one 5 years before.
[1] 2009 i7-860, 2014 i7-4790K, 2016 i7-6700K (had moved countries, didn't take the old PC, just the SSD), 2019 TR 2990WX (again had moved countries, taking just the SSD), 2024 i9-13900HX laptop (beats the TR in every way, plus sips power and is portable).