Only ever done it once, but it was exactly as I wanted it.
IMO, you need to be 100% certain on your specification. Knowing what you like and what you don't like is a key factor in the decision making process. Pickups, electronics (passive or active), body shape, neck shape, colour, finish, types of timber used, etc.
There is a lot to consider, and a lot to mull over before committing yourself, especially if you have ever bought something and if it's not quite right, you've sold it on.
Is it worthwhile looking at a high spec instrument from one of the "boutique" makers?
Also had a valve amp and some pedals built, but their specs were set, and it was just the cosmetics that were customised.