I’ve done both; I’ve built all my own computers (desktops, server and HTPC) over the past ten years, but a month ago I bought an Intel NUC specifically for Roon and to run our Home Automation system.
I bought an Intel NUC6i3SYH. So it’s a Core i3, and there’s room in the case for a 1TB 2.5" HDD to hold my media. An i3 with 8GB is perfectly adequate for my collection (1,000+ albums). See Suggested hardware for more info on sizing.
I should add that the NUC lives in a cupboard along with another (much bigger) server, so Roon serves endpoints over the network. The NUC does have a fan, so if you were to have it out in your listening room, that’s a consideration you need to take into account. Although it’s quiet (in my perception), fan noise is a very personal thing, and what is acceptable to one person will drive another to distraction. I think if I were to require a Roon all-in-one in the listening room, I might look to building a fanless unit, with media held on SSD. Not likely to be cheap…