It's sort of like rolling your own cigarettes rather than buying packs. Vape shops do a robust business in "rebuildable" devices, while the internet offers endless YouTube videos and forum posts explaining how to alter the atomizer to get a stronger flavor or tweak the battery to get a deeper puff. Just be careful it doesn't explode.
Check out The Verge's Adrianne Jeffries explore the secret world of vape-hacking.