If you can find an upper with the exact parts you want it will most likely be cheaper. But finding an upper set up exactly how you want might be tough, which is why many people build their own.
To answer your question about dimpling the barrel: Some gas blocks clamp to the barrel:
And some have two set screws that screw from below and tighten the gas block to the barrel:
Some people say the set screw types make a better gas seal, but they work best when you drill two shallow dimples in the barrel for each set screw to go into. So I use the clamp types because they don't require drilling those dimples and they've worked fine for me so far.