One thing I know. The kit versions of the z axis will be a lot easier to assemble with good tolerances compared to someone without machining equipment and experience.
For me that's the whole point. Doing it the hard way and learning why things work the way they do. If production with lower costs is important then a kit is the way to go and there is a good selection of kits to choose from whatefver your needs are.
Cheaper usually (almost always) means less accuracy, more time, and much more aggrevation and more expensive in the long run.
Once again it depends on what your goal is.