Building a custom-made machine.

I prefer to build my own machine because I can scour the internet and check reviews on parts to find out what has a good track record and find the lowest price on the brand parts that I want.  Another advantage that comes from this is that each piece of hardware that is installed in the machine comes with its own driver disk, usually on floppy or CD ROM.  Those who get a machine that has everything on one or more CD ROM that restores Windows and device drivers are going to have a nasty surprise if the CD set is ever damaged or doesn't fully restore everything correctly on the first try.  If it takes more than a few attempts, then get ready to enjoy the nice Muzak while you're on hold for tech support.

Another problem that arises from the "package deal" is that if you buy a machine that has all the information on a CD set, and you may make a change, such as installing a different modem or other device, and a restore CD set may not recognize the new device, and it may have to be reinstalled after the initial Windows restoration.  That is, if it doesn't interfere with the restoration process entirely.  I've seen that happen with a certain brand I'd rather not mention where the original CD ROM drive didn't work correctly, and it didn't work with any of the newer drives, so reconfiguring it to run Windows involved a lot of drive-swapping and copying.

Another caveat when thinking about throwing money at a machine.  Just because something is the "latest and greatest" doesn't mean that all the kinks have been worked out of the product.  Many times a shiny new OS (like XP for example) or piece of hardware may be bought and installed on a machine, and a trip to the developer/manufacturer's website will be in order to download the latest patches, upgrades, or "fixes" to the product.  That's how mass marketing works in the computer world.  Get used to it.

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