I agree mostly with GpsFrontier.
Still, it's a kind of a reflex for "us" consumers to find a nice and perhaps trustful shop where to buy the whole set of our dreams. It's how it works and how things are supposed to be from an economic and business point of view.
Building your own setup isn't hard though, as soon as you have understood the principles which are actually very simple. A
nutrient reservoir, a distribution system and something to hold plants. There is no complicate mechanics or electronic stuff involved. It needs to hold together and to be watertight and running, that's all! But what is so obvious for somewhat experienced people isn't necessarily the case for real beginners.
Through the web you can find many resources, building plans and much more. But no-one is able to teach you what you can only learn buy doing mistakes. There is some learning curve involved here too, that experienced people tend to forget about pretty soon. Like Francis Blake's, counting the hits and forgetting about the misses. It takes time to get to the real thing, and to understand what you are actually doing, except copying what is told and shown by others. Well, they say that being able to copy is an important part of intelligence,- so it sounds OK to just copy what looks as if it was working fine and giving good results. To build your own setup, you need at least some work space though, the required tools and some basic plumbing skills as well. Even if this sounds like an easy task under "standard conditions", it actually isn't the case at all for most people.
As I meet the requirements an wanted to save money, I haven't bought any setup but have designed and build many. I have even never used any
nutrients from shelf (actually except once). I am only using self-made nutrients since I've started. Mixing your own nutrients from standard (and very cheap) components isn't very complicated either. But only recently I came to fully understand what I am actually doing and how I can improve the content and the composition. Plant nutrition is a very complex matter and extensive knowledge is required to understand what is going on biochemically. It looks easy now, but was a though way to get there.
Anyone who wants to get into hydroponics (as a 'self-builder' or a buyer) should consider that it looks easy and is easy, as long as you do not run into trouble or have a lack of discipline. Hydroponic culture needs a lot of care and discipline to work, actually more than soil culture. You need wether to follow directions literally (perhaps without understanding) or come to understand it in every detail and do it by real knowledge and conviction later. The most common mistake is that people have no clue about it, but although want to do things in their own ways. And that's never working