Mechanical keyboards come in all shapes and sizes, many of which you can find on Amazon or via some other retailer. If you need a new board, buying a pre-built one is the cheapest and easiest way. However, building a custom keyboard gives you the chance to choose everything from the case material, to the switches, to the keycaps.
The popularity of custom keyboards has exploded in the last few years, making it a confusing and intimidating hobby to pick up. Let's break it all down.
Layouts and firmware
One of the things you'll notice about custom keyboards rather quickly is they tend to have unusual layouts, and they're often tiny compared to the standard full-sized 104-key layout. There are tenkeyless (80%) boards that lack a number pad, but also 65%, 60%, and smaller. A 60% is fairly common these days—these boards have only the main alphas, number row, and modifiers. The arrows and other keys are accessible via a function layer. A 65% board adds back the arrows and a few extra keys, but 40% boards go the other way with the alpha keys and a just a few modifiers. Then there are various split and ergonomic boards, like the Ergodox.
Some of these are available as niche pre-built keyboards, but there's one main difference between those and a truly custom board. A custom board is programmable, meaning you can have any of the keys do whatever you want. This is extremely important when you're dealing with fewer physical keys because you will need at least one robust function layer to fit in all the standard keyboard commands.
The firmware on a custom keyboard offers much more power than the desktop clients many fancy "gamer" keyboards use. After a board is programmed with your preferred layout, it doesn't rely on any software on a computer. It works exactly the same no matter which device you plug it into. The things you can do are also much more advanced. Some boards include advanced macro support or the option to control the mouse cursor.
A smaller keyboard layout can be much more efficient than a full sized one. By relegating some commands to a function layer, your hands don't have to move as far while typing, and your mouse stays closer to your hands. True, some people can't get by without a full layout and number pad, but most people who think they do are wrong. It's much easier to scale back the size of your board than you think.