I think it depends on how deep you want to go initially. It's very easy to buy a pretty good mechanical keyboard off the shelf, and that's as far as many people need to go. Determine the switches you want, find some decently reviewed keyboards you like the look of, buy it (from a reputable online store).

If you immediately want to spend hundreds on a custom setup and are paying someone you've never met to do it for you, before receiving any kind of product, that's where it can get dicey.