As far as actually doing the nuts and bolts building and design of your site, you also have plenty of options. You can hire someone to design and code a website, or you can try your own hand (if you're a novice, The Best Courses for Learning How to Build Websites is an excellent starting point). You can use an online service to create web pages, or build it offline using a desktop software tool. Or, if you're a coding dynamo, use a plain text editor to create a site from scratch. How you mix and match these decisions depends on your skills, time, budget, and gumption.
Internal linking refers to a link on a page that points to another page on the same website. Internal linking is important because it helps strengthen those keywords internally for those pages, it allows users (and search engine robots) to navigate through the website, and it tells the search engines that the page is relevant for that keyword phrase.
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While the the best of them offer surprising amounts of flexibility, they also impose stringent enough restrictions to page design that you shouldn't be able to create a really bad looking site using one of these services. Typically you can get a Mysite.servicename.com style-url with no commerce abilities for free from one of these services; you have to pay extra for a better URL and the ability to sell. One issue to consider is that if you eventually outgrow one of these services, it can be hard to export your site to a full scale advanced web hosting like Dreamhost or Hostgator. If you know that's where you are eventually going, it may be better to skip the sitebuilder step.
The best way to create a website is to find a web host that has all the services your website needs, and that offers a website building application that will create the type of site you want. This way, your site will be up and running quickly. Even though these website builders do a lot of the work, you’ll need a good plan, an efficient design, and engaging content before you create your website and publish it on the web.