Even if you're not a skilled craftsman, shelves can be about the easiest thing on the planet to build. I consider myself quite inept when it comes to woodworking, but since it's all working of stencils and doesn't require anything more complicated than cutting wood to size and drilling it together.
That being said, if you lack a tablesaw or something that ensures a straight cut, then yeah, find someone else to build it for you
Regardless of whether you build it yourself or get someone else to do it, if it's a really big shelf I highly recommend making a leaning unit. It sounds silly, but a unit that is about 20% wider at the bottom than at the top (and thus leans against the wall) adds a tonne of stability to a large unit and makes it easier to view the spines of games on the lower shelves. This is what I use for my movies (of which I have ~500 or so- damn I need to prune some of those).
They start to get pretty heavy that way, though.