Building your own is the way to go.
Let's not forget the shortcuts that commercial manufacturers use in the production. I've taken apart $2200 pair of studio monitors that uses egg crate foam and cheap electrolytic capacitors. I've repaired a $4500 pair that also had electrolytic in series with tweeter.
A 10% cost of drivers+crossovers from the retail price is the rule of thumb.
The only drawback, is that it's hard to find an already build kit and speaker preferences are very individual.
If you have any woodworking skills and time, by all means do it. You will have a speaker that will blow away anything in it's price range on the commercial market.
http://www.zaphaudio.com/