You can build your own case. There's nothing wrong with that if you have the skills. When it comes to the power supply, I wouldn't attempt building that myself unless you're experienced with designing and building those. There are tons of power supplies available as well. If you're mounting your power board underneath your modules, be sure to leave plenty of depth in the case as some modules are pretty deep and you'll need enough clearance to seat the module as well as plug it in.