I recently completed my own "custom" gun a few weeks ago. I decided that I wanted a somewhat obscure round, the 338-06, and the only factory offering was a now defunct Weatherby Ultra Lightweight. Some retailers still have 'em but they cost about $1200 each. I didn't have that much cash and wasn't crazy about shooting that round out of such a lightweight rifle.
After much searching I finally discovered the Savage option. It is pretty much a DIY thing - if you can use vices and hand tools you can swap barrels and tailor make anything you want. I did just that an am now happy with my newly completed rifle. It took some work, the process was slow, but ultimately it was worth it. I feel that the rifle is a piece of art that I crafted myself. Not only that, but its initial groups are averaging 1 1/2" at 100 yards. Not stellar, but pretty darn good for a "first build".
As far as the decision to go custom or not, I think it depends on several factors. First, if you have money to burn then why not. Second, if you need a specific caliber that is not a factory offering, than going the custom route will do it for you. And lastly, if you want some specific traited rifle, like a scout-type or lightweight mountain rifle, you may be better served by a nice custom rifle than something off the shelf. Oh, and one other deal too, maybe your dimensions are not close enough to the "average" person and you'd like a gun tailor built for your specific measurements.
As PaulS said, animals really don't care if they are being hit with something that will do 1 MOA or 3 MOA. They still die just as fast. Its your money and only you know what satisfies you!
Ranger413