I wouldn't be too reluctant to build your own PC. The general consensus seems to be that DOA parts are much rarer these days. I built mine five years ago and have had no issues, and I've helped several friends build theirs. Not saying it never happens, but we've never had to RMA.

If you have a Micro Center somewhat near you, that's another option for more convenient returns. Also, at least at the one near me, the staff are very helpful and knowledgeable.

I can't really give any advice about pre-built custom PCs, but I would trust something I built myself more than something that was built and shipped to me. And I didn't know what I was doing when I built mine. It's really easy.