My favorite was my first one in 1985. I didn't know anyone who had ever built a computer (heck, very few of the people I knew even had a computer then). Forums like this one didn't exist. I think you could probably buy a book to show you how but I was too cheap to buy one.
I went to a computer show one weekend and bought the parts I needed: case & power supply, an XT type motherboard switchable between 4.77 & 8Mhz with an NEC V20 processor, 640K of RAM, a 20M Seagate ST-225 HDD and a multi-function card that had a real-time clock (XT mobos didn't have a clock on board), a parallel port, 2 serial ports and a game port. I already had a CGA card and monitor, a full-height 360K floppy drive, 2400 baud modem and a keyboard. I assembled it then had to figure out how to low level format the HDD using the routine built-in to the HDD controller BIOS before I could then partition it and then do the DOS format (PC-DOS 2.1).
This was the first computer I had ever used with an HDD, previously used floppy only machines. Having an HDD was fantastic because you no longer needed to shuffle a bunch of floppies and disk reads and writes were many times faster then on a floppy. Not to mention the unlimited expanse of a 20M HDD. I thought I could never fill that drive.
I've built many more machines since then but that one was the most special for me.