Difference between pre-configured web servers versus building your own

What are the pros and cons of building your own web server, and the difference between building your own versus installing a 'pre-configured' web servers (such as: LAMP, WAMP, XAMPP, and other else). Is there any good benifits of building your own web server?

If you're gonna have your own server, would you rather build it on your own, or just download one from the internet? and Why?