It depends. Are you handy? Can you build stuff, or do you have someone around who can? If you can build things, then definitely build it yourself.
We built ours using up-cycled materials and "some" new things (2X4s for framing, concrete for the floor, shakes for the outer walls) for under $100, and it's 6X8 feet, triple walled, etc. Pre-fab, walk in coops are much more expensive than that.
I started collecting items for the coop about 6 months before we built it though. When the neighbor was throwing out her metal garden shed, I was right there for it. If I saw a functioning window being tossed out, it was in the back of my car! We used our 80's style waterbed frame and headboard (remember those monsters?) for nest boxes and other wooden pieces. Hardware cloth at St Vinnies for the windows.
The most expensive items were the cedar shakes for the exterior walls, which was more for looks, and some warmth in winter. I didn't want it to look like a metal shed, but like a cute little coop. Those shakes were $28 per bundle! We only did the front wall at first!
Our friend bought one of those little pre-fab coops, for $450, that hold about 2 full grown hens (but advertise 4-6). It barely lasted 1 Oregon winter.
Even if you had to hire someone to build your coop, I think it would still be sturdier than the pre-fab ones. The collecting of materials and planning of the coop was a lot of fun, too. It's like building your dream house, only smaller scale!