Details, Details, Details
One of the great things about ordering from a computer manufacturer is they, by no means, skimp on the details. They are looking to market to every kind of consumer out there, so whether all you know is that you "need a new one", or if you know you want a quad core CPU with a 8mb L2 cache, etc., the manufacturer is going to tell you everything you need to know in order to pick exactly what you need.
Knowledgeable Customer Support
Unlike in a retail store where a salesman may quite possibly know very little about the product he is trying to sell you, manufacturers provide customer support representatives that are extremely knowledgeable about their products. Their whole job is to help you understand what you are buying and get exactly what you need.
Simply put, not having to leave your house during the whole process makes it incredibly convenient. So long as you don't mind not being able to put your hands on a product before handing over your credit card number, it doesn't get any more convenient than buying via phone or internet.
Because they build the PC's, the manufacturers can charge as little or as much as they see fit at any given time. This could very well work to your advantage. Reduced prices are often offered on select models or during certain times of the year. You may receive a discount simply for ordering online, or perhaps be able to score a free printer! (Hey, why not?)