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While reading up on the Soyuz rocket, I noticed this:

Soyuz rockets are assembled horizontally in the MIK Building at the launch site. The rocket is then rolled out, and erected on the launch pad.

     enter image description here

     Soyuz rocket assembly: the first and second stages are in the background, already joined together; the third stage is in the lower
     left corner of the image. The Soyuz spacecraft, covered by its launch shroud, is in the lower right corner. (Source: Wikipedia and Tildal's question)

Why is it assembled horizontally, and only righted on the launch pad? What are the advantages and disadvantages to building a vehicle this way?

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It's just easier access and more convenient to work on a tall thing that's on its side, rather than having to pick stuff up with cranes to put on top of the tall thing, and require lots of gantries for access.

However for the most efficient structure, i.e. the lightest, you would like to not add load cases for ground handling that are substantially different from flight. Launch vehicles are designed to handle loads predominantly in the longitudinal direction. The orthogonal loads are much smaller (unless you lose attitude control, in which case you see spectacular breakups as large aerodynamic forces are applied in other directions). If you build it up vertically, then the ground handling loads are in the same direction as the flight loads.

If on the other hand you build it horizontally, now there are lots of new load cases for the structure to handle that it doesn't need for flight, where parts of the structure are supported on one side to take the weight of the whole structure. There are even more load cases in the process of erecting the launch vehicle, taking it through all angles between 0° and 90°.

These load cases might not be too bad, since you never load propellant horizontally, only vertically. Far and away most of the mass is in the propellant. Still, you can make a more efficient structure if it is kept vertical from the get go.

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    $\begingroup$ Also worth mentioning: past a certain size of launch vehicle, the infrastructure associated with horizontal integration may become problematic. Imagine the size of a structure necessary to erect a fully assembled vehicle the size of the Saturn V, especially if solid fuel elements are involved! $\endgroup$ – Tristan Dec 11 '13 at 18:00
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Advantage

  • It doesn't require as tall assembly facilities (in case is vertical assemblies requires tall assembly towers and the tools are stacked, starting with the first stage (includes strap on boosters) and often ending with the attachment of the spacecraft to the launch vehicle.)

    • one needs vehicle access and high lifting cranes to lift heavy weight to their respective floors in vertical assemblies but in horizontal assemblies requires large tower(instead of tall) and the building is structurely less complex

Disadvantages

  • You need proper support for the rocket (you cannot build a rocket by placing it in ground)

  • there may be some nuts and bolts or welds which one needs to climb ladder to do that..

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