The vendor gets a far better deal than you on most things inside their computers. The most notable exception I've found is hard drives. The other thorny issue related to drives is that packaged systems often feature drives that aren't what you might choose. The drive might be slow, or it might have reliability problems. Both situations make drives less expensive, so it's a popular place for vendors to cut corners on systems.
RAM is also a good item to shop around for.
Even though vendors get SIMMs by the barrel load, you can almost always beat their prices by calling around. With memory, be very careful to match SIMM types and speeds. And play the market. At the writing of this column, RAM prices were just starting to recover from a huge spike. If prices are high, buy only what you need now, then wait.