Good advice above, in general. I'd agree that a traditional road bike can probably be ruled out, given your parameters (multi-terrain usability, with an emphasis on durability). A simple mountain bike, or a cyclocross bike, could be the way to go.
In response to your question, no, the suggestion isn't nessecarily that you purchase your frame and components seperately. The bike industry, FYI, isn't unlike the PC computer industry; you're welcome to buy the basic componentry yourslef. With a little know-how and some time, you can purchase what you need and assemble your own system. Or you can have a shop purchase parts and assemble to your specifications. If you're new to computing, though, you'd be just as well off buying a PC pre-assembled, off the shelf.
For this purchase, you might as well work through a shop.
Mountain bikes have their advantages and disadvantages; the most obvious pro is their ability to handle rumblier terrain and live to see another ride. Disadvantages? Some. They tend to be heavy, for one (the cheaper the heavier is a rule of thumb). The extra mechanisms -- suspension parts, for instance -- amount to extra stuff to maintain and service. Finally, and most importantly, they're not quite as versatile as the average consumer seems to think. MTB rigs aren't designed for efficient road use. The big tires, non-aerdynamic positioning, and low gearing can make commuting, touring, and even just riding around town feel frustratingly sluggish. Still, plenty get by. I'd definitely suggest a hardtail (no rear suspension) rather than a dual-suspension rig -- for your purposes, a full-suspension MTB would likely be overbuilt. I'd even consider a model with a steel (rather than suspension) fork.
Cyclocross bikes are an interesting option that not enough folks outside of the hard-core enthusiast set seem to investigate. A bit about their origin: the sport of 'cross was invented in the latter part of this century by european road racing pros itching to compete during the off-season. They'd take heftier steel road bikes, outfit them with chunkier tires and wider brakes for clearance, and engage in nutty races through small mud-and-snow laden ciruit courses. Gaining popularity elsewhere, there's a real culture around 'cross racing these days, and 'cross bikes aren't hard to find. They make great commuters, which helps.
Think of a cyclocross bike as a road bike on steroids. Though you can buy lighter and lighter aluminum and even carbon 'cross frames, most are burly, and made of steel. Your riding posture is a bit less agressive, and more upright; cables are routed along the topside of the toptube, allowing you to carry the thing on your shoulder easier. Most have wide center-pull brakes (like you'd find on a MTB); some newer models have disc brakes. All are outiftted with road-diameter rims (700c), but are designed to take wider or knobby tires. They look and often feel like road bikes, though, complete with drop-handlebars (bullhorns) and more road-friendly gearing.
You might want to ask yourself what you're hoping to spend. It's hard to get anything particularly durable or versatile for less than, say, $500; something closer to the $700-$1000 range (for both mountain bikes and 'cross bikes) could offer more solid life and performance. If that's too much, the options get trickier -- hybrids, generally flat-handlebar rigs with upright, MTB-esque geometry and low-end componentry -- are attractively priced, but harder to find a good value in.
What do you think? Let us know what you're leaning towards.
