Common places that people order custom parts from are Warmoth, Mighty Mites, All parts. Noticed that places like GC, Guitar Workshop as well Davis sell separate necks and bodies etc. Most importantly you want to make sure that your neck and body fit. If the neck pocket is too narrow, still can route, but if it's too wide, gone case. can't really use it.
Regarding pickguards, you can go for pre-wired ones if there's a pre-wired pickguard on the market with specific pickups that you like, first one off the top of my head is the Dimarzio Injector pre-wired pickguard. These are generally pretty safe choices as well as popular choices used by many people, so can't really go wrong there.
However, if you know exactly what pickups you want in each position, what kind of pickup selector, what kind of pots, what sort of mods you want to add in, what caps etc. Then I suggest you wire your own pickguard. It's important to know what it sounds like, if not you will have regrets after wiring it and if you can't do the wiring on your own, that means extra $$ getting people to re-wire it for you (That means no 'Hmm I think this config/mod seems quite interesting, maybe I should try it out' sort of thinking!) But then again if you know how to solder, then it shouldn't be a problem. Lots of wiring diagrams available all over the net. I used the ones over at Seymour Duncan to get started.
Hope this helps