If you're going to do it ONCE and you know the exact length you want the cables, buying them makes so much sense: easier, better, warranty/someone else to blame.
If you're going to do it more than once (or at least plan to before you know the pain
) or you don't know the lengths yet or have many silly cables to do, it makes sense to invest in the tools and do it yourself.
Paracord is really cheap and I prefer the look compared to the plastic stuff myself. Only downside is that it is snaggable so you can wreck it. Oh, that and it doesn't expand like the plastic stuff - so if you're trying to get four 22 AWG wires (like my RGB LEDs) down one sleeve, you're going to have fun!
The Knipex 12 40 200's are really good for doing repeatable accurate strips - again, not cheap, but you've got to protect your sanity where you can!
The E22 crimps are soooo much better for ATX/PCI-E/EPS pins it's untrue. Still a pain for fan pins though as they're shorter and have a tendency to twist if you're not careful.
It does mean you can do all your front panel headers and all that jazz too.