Doing it yourself will give you more flexibility on what you want. Though, there are tons of pre made sump designs out there. There are benefits for both.
DIY: You can choose your container, I.E. rubbermaid tubs, aquariums, acrylic, etc. This will give you complete control over where your filters, protein skimmer, fuge, etc. will be located. You can custom design everything to your liking. If you build a sump, it can be cheaper, but not by much. You'll end up spending a lot of time building your first one instead of setting up your main display tank. If you choose rubbermaids, you can use a bulkhead system where you can have a large sump, a medium sized refugium, etc. You can really get some nice customization going.
Pre made sumps tend to not give you as much flexibility. You have to get a protein skimmer that fits the sump that you bought, whereas if you build your own sump you can see how big your skimmer will be and you can create the compartment to fit it. Pre made sumps come with a ton of stuff though. You get bioballs, bulkheads, filter, trays, etc.
It's really your choice. Let us know, maybe some of us here can help.
Edit: It's really hard for beginners or for people who are not very good at DIY stuff should not attempt to create their own sumps.