Many ways to skin a cat guys.
It's common to get off the shelf, then visit a clubfitter for consultation. Many start out this way.
Or you can visit a fitter if you already have a reasonably consistent swing and have him build a set to your specifications from the ground up.
Whatever floats your boat and budget.
I got my irons off the shelf and had DGman swap out my shafts, grips, and ferrules. I then left it to his expert eye to do all the necessary adjustments and fine tuning to best set up the clubs for me.
Loving them now. Thanks Eric!
It's a consultative process, so again, speak with a fitter.