We wouldn't build a base on another celestial because it's simpler than assembling a space station, but because it would be closer to valuable resources, have gravity, and a chance of at least partial self-sustainability.
The list of advantages could stretch several pages long, but for the sake of argument, let's just say that's potentially a lot of resources that you don't have to continuously deliver to your space station and a ground based station could produce on its own. And gravity, even a lot smaller than that of the sea-level Earth gravity, is valuable for any long duration human missions to help reduce the adverse effects of prolonged stay in microgravity conditions.
The point to having a ground based station as opposed to a space based one is thus not one of merely delta-v requirements. But even looking at those alone, on the long run, and assuming you're building a station for any specific reason, you're likely to require far greater delta-v and far more launches for a space station. You don't stop your deliveries to a space station once it's built, but you might eventually stop delivering great number of things to a more self-sustainable ground based station, on whichever planet it may be.
As for space vs ground assembly in the last part of your question, assembling large support structures that can be cemented into ground is by far simpler and cost effective than building any space station. If for nothing else, and even if we assume each cubic meter of the stations total volume would be as difficult to assemble both on the ground or in space, your ground based structure would already have large portion of its outer shell built by the grounds of the planet you're stationed on itself. You might want to flatten it out and overlay with some more suitable surface, but unless you're building it directly on a tectonic ridge or a volcano, you need not worry too much about its integrity.
I've mentioned cementing the foundation of your ground based station, so you might have guessed by now that another major advantage to it, even if you don't really use cement, is that you have access to several building materials directly on your building site and all around it. They might vary in composition, but so do various cements. And we can learn to use new ground materials, we're pretty good at that. You can melt silicate rocks in smelters to produce tough glass, limestone as soft yet strong material to easily carve out bricks, dust and gravel to use in your cement mixtures,... you name it. On the other hand, for your space station, you need to deliver all the building materials with your launch vehicles.
It is also a lot easier for your workers, be it humans or robots, to construct things in gravity and have something to push against, than having to deal with microgravity and still be required to exert force in one direction while staying more or less stationary. We might have developed some tools to help with that, but they can't beat the simplicity and efficiency of a good old mallet and a chisel. This list of of advantages to having ground based station is miles long really, so I'll stop here.