It is cheaper to build them yourself, almost always exactly the amount of the AH cut in gold. Others have to sell them for more than it costs to make them to get back that AH fee and just break even. You might be able to find some discrepancies between different tiers of gems where you could shave a bit off, but it's almost always cheaper to start with flawless squares. If it's worth the hassle, do it. Depends on if your time is more valuable than the 15%.
So, is it cheaper to build them up from flawless square and on or should I just go buy em?