It's usually cheaper if you source the parts you need from multiple vendors based on price, and put it together yourself. It also gives you greater flexibility than a kit because you can get exactly what you want, your vision, versus what the kit assembler thinks is reasonable.
The advantage of the kits is that you don't need to figure out all the various parts you need to buy. Someone has already done that for you. On the other hand, while there are quite a few parts you'll need and it may seem daunting at first, you can find all the info you need right here in this forum.
I think there is considerable value in studying the topic thoroughly, then make an informed choice based on your research. You may even decide that buying a kit is better for your situation.
A kit certainly gives you instant gratification. If you buy a pretty basic kit, you can get started quick and enjoy your kegged beer while you study how to get to your final target end state most economically. It's really not a bad idea since you may change your mind several times about what kind of kegging setup you ultimately want during the course of your research.