Not yet, but I'm considering it. Another board I'm on has a lot of folks who build their own guitars, lots of good information about finishing, choosing bodies, necks, pups, etc. They're mostly building Telecasters, but the advice would apply to just about any guitar.
I wouldn't go the kit route myself - I'd buy the parts from some place like
USA Custom Guitars,
Stewart-MacDonald,
Warmoth,
Guitar Fetish, or a few other reputable places. You'll end up spending more, but you'll most likely also end up with a much better guitar.
Check out some of the guitar build threads
here.