Buy Buy, Baby: A $30,000 Bicycle

Next, you'll have to make choices about components, which combine the best durability with the lowest weight, Rex says.

Saunders has ordered $1,600 brake calipers from Germany, completely constructed of carbon fiber, weighing a quarter of the best mainstream high-end versions.

Wheels are the most critical. Maldonado says they "show the most instant gratification" in terms of aerodynamics. Saunders spent as much as $15,000 for a set of wheels weighing 750 grams. For the best of the best, you have to be willing to wait awhile, sometimes as long as a year.

Finally, you'll get to make decisions about the finish. The motif can be whatever you want it to be. Rex Cycles has painted Our Lady of Guadelupe on a bike for a client, while KGS used 11 coats of paint to portray the Lion Rampant insignia for a Scottish enthusiast. What you get is truly a work of art.

"Building a custom bike is like going to Detroit to design a one-of-a-kind Corvette," he says.

That $30,000 bike doesn't seem so crazy anymore.