It depends on what it is that you want out of the machine.
If you want a full cab with heat (A/C you have to buy a limited), buying a cabbed model is the best and cheapest way to go. If you want a windshield with a wiper, the OEM glass and wiper kit is the best one to go with although spendy. An XT model comes with a winch and a roof. Sometimes, its easier and cheaper to buy it with as much of what you want on it.
There are some OEM accessories that are a bit cheaper than their aftermarket counter parts, or aren't available aftermarket. I was able to get the OEM tubular rock sliders for $275-ish for a Max model, most aftermarket ones were $400 or more.
Most other things, aftermarket is cheaper and better, I went with an Infinity radio and speaker set up for $500 or vs. the $900 factory Jensen kit. Comparable head unit in features (AM/FM, Bluetooth, usb, aux in, 4x50w) but better audio quality, and bigger speakers (6.5" +LEDs) and used rear speaker supports from Jamie Connelly/C-Werks.
Best thing to do, is make a list of the things you want, and price them out both ways from multiple sources.