I'm curious because I've been considering building one for a while, but the reports from idly skimming eg tonymacx86 are all over the place. Some say as long as you buy from their build guide it's very easy, and some people seem to have tons of problems anyway.
It took maybe an afternoon to build, and then a few more hours to get running. It's been running solid ever since.
Everything works (thunderbolt 3, usb 3, sound, airdrop, iMessage, handoff, etc) except you can't use apps that use SceneKit. So iBooks, Xcode instruments and SceneKit editor don't work. You can get them to work, by using Apple's drivers, but its a pita.
Some people claim the new nvidia pascal drivers work for SceneKit, but I've not upgraded to a 1080 yet so I can't confirm.
This is my build: https://pcpartpicker.com/list/gwV6qk
If you build using Clover only, you can upgrade as soon as Nvidia releases new web drivers (for point updates) straight through the App Store.
The only issue is SceneKit based apps.
another option besides buying from Apple or building one yourself: go on craigslist and search for hackintoshes.
you may find an experienced hackintosher who can build one for you. it's still a little dicey, but there are individuals out there who can create reliable beasts far more powerful than anything Apple sells today. (i'm certainly not one of them. much too conventional. i just buy from Apple.)