I built an AMD-based rackmount PC housed in a Chenbro server chassis and I couldn't be happier with it. A friend of mine did the same with an Intel-based system for video production. IMO, building a PC from components is the way to go. Generally I think you'll get better components at a lower cost, and once you build it yourself you know exactly how and why everything is put together they way it is, which make's it easy to upgrade/swap out stuff if you want to at some point. I had zero PC building experience going into the project and it was still very straightforward to complete.
I bought most of the stuff from Newegg or Amazon, and relied heavily on Newegg's instructional videos to learn the process of putting it together. It does take a little research to make sure your components are all going to get along well, but there's so much info out there these days that this is hardly an issue if you don't mind devoting a little time to doing your homework.
As far as taking mine on the road to record, I haven't done that yet, but I certainly had it in mind when I build it. It would be a simple matter of packing the PC, interface, and power conditioner in a sturdy 6-8 U rack.
I haven't owned a pre-built Newegg machine before, but in general I've had a negative experience with commercial PCs when it comes to DAW use. Power supply failures, motherboard issues, and a whole host of other things. To be fair, I haven't owned anything from pcaudiolabs or other any other DAW specific PC dealers, and I'm sure they'd do the job just fine. In addition, since they build them specifically for DAW use, they would theoretically select quality components that have been proven to work well for that purpose. Still, I like the peace of mind I get by knowing exactly what's in the thing, and for about two grand ($100 more than price they're quoting on the link you posted), I built a 6-core PC in a portable rackmount case with two 1TB audio drives, a separate 1 TB backup drive, a 128 GB solid state drive that I use for my system files and samples, 16 GB of RAM, and a couple of 26" LCD monitors.
Definitely pros and cons either way, but take a look into the DIY approach before making your final decision.