Generally speaking YES!!!!! Especially if your referencing mainstream american and european manufacturers prices. Diode-based lasers (red, violet [blu-ray]) are far better off being built by hand. There are a few exceptions:
DPSS laser pointers
These can range from $5-6 to $5,000 depending on the manufaturer, but most of the time acceptable-quality green (532nm), blue (473nm), or yellow (593.5nm, 589nm) DPSS laser pointers can be bought much mre cheaply that they can be built by hand. This is because of both the materials required and the skill involved.
DPSS lab lasers (other than 532nm green)
Green DPSS lab-style modules can be built with moderate skill and at a fairly low cost compared to gas lasers (see below), but generally the cheapest source of good DPSS modules is used markets or new from Chinese manufacturers, especially for all colors other than green. Other colors typically require more expensive components and more skill to build than green, due to the nature of green DPSS technology and the much higher demand for green lasers. The quality of Chinese lasers has increased tremendously recently, and they along with laser pointers are by far the most affordable new lasers that can be bought.
Ion/Gas lasers:
The vast majority of gas/metal halide lasers (Argon, Krypton, CO2, Coppor Vapor, HeCd etc) can amost always be bought commercially for MUCH more reasonable prices than building one's own, again because of the materials/equipment required and because of the skill necessary to design and build these systems. Exceptions to this include HeNe and Nitrogen/CO2 TEA lasers, which are comaratively easy and cheap to build one's self. TEA lasers are most frequently homemade and are relatively easily built.