I'd be a little cautious of this unless you're pretty good with tech or you know someone nearby who has done it.
95% of the time it's not hard and just works. But it can turn into a bunch of troubleshooting.
Agreed so far but...
Also if you do go this route look into mATX. As long as you don't need extra PCI cards and it has enough M.2 drive slots they're cheaper and you can get some pretty decent cases that are small and cheap. I actually wish that my last build was mATX but due to getting a microcenter bundle it was cheaper to get a higher end full ATX board.
If you build your own machine (which is a really good option IMO) select a high quality full size tower case.
This will give you more room to work, more expansion potential and most importantly better cooling options which you really want on a machine with the kind of power you envision.
Personally, I prefer to stick with air cooling and have a Noctua NH-D15 CPU cooler. That sucker isn't gonna fit in anything less than a full size case. If you go with an AIO cooler, I'd suggest at least a 360mm size which again, suggests a larger case.
I think there's a significant risk you will regret selecting a smaller case.
I went with this case:
https://www.fractal-design.com/products/cases/define/define-r6/blackout/
and added some wheels:
https://www.amazon.com/dp/B083DMYKC