I believe it comes down to whether you trust WD or yourself more. I would run linux on a basic dual core machine, and raid it through mdadm. This way when the machine dies, any linux distribution will pull the array back to life. Similarly if something goes wrong with the configuration, you can sort it out.
However, if you buy the WD machine, when it breaks, they have to deal with it. The disks may be usable in a another machine, may not be. It has an OS of sorts which will do various things, and may be easier/harder to configure than freenas or the like depending on what you want it to do.
I would want to build, maintain and troubleshoot it myself. However I'm a student with quite a lot of free time on my hands, were it for business I'd be inclined to pay someone else do deal with it. I came close to doing this a while ago, wanted an atom 330 board with 4 sata ports and couldn't find one. Pico psu, self built chassis since not many itx cases hold four hard drives. I'll get around to it sometime, currently have a pile of hard drives on the desk beside my computer.