Not all Christians build church buildings. The Amish traditionally hold their services in the front rooms of members' homes, and there are a lot of small, independent "house churches" that meet in people's homes, too.
But most churches do build church buildings, and most churches meeting in rented quarters are hoping to build a building someday. For some of the liturgical churches, like the Catholics and Orthodox, it's not very convenient to cart around all the equipment used in worship -- an altar, iconostasis, vestments, etc. -- and set it up for every service and take it down afterwards. In Orthodox worship, in particular, aesthetics are very important, and services are meant -- in part -- to appeal to the senses. It's much easier to achieve a pleasing aesthetic if you have a separate place for worship. Also, churches that believe the Eucharist is really the body and blood of Christ take special measures: you want a piscina for cleaning the altar service, for instance; you don't risk washing the Blood of Christ down the sewer.
Basically, churches build buildings for the same reason other groups, like the Lions Club or the Shriners do: because they can afford to, and because it's convenient to have a place set aside for their services, meetings and programs, and because when any group grows large enough, nobody really wants all those people coming over to their house every week. Also, if you're trying to attract new members -- and most churches are -- you'll find that newcomers are usually more comfortable if their first visit isn't to a private home. Makes it easier to blend in a bit, and to slip out the back unnoticed if need be.
Now churches have found they can attract even more new members if they put in a day care, a gymnasium, a playground, a soccer field, a carwash, etc. I haven't seen a church with its own golf course, yet, but I expect to see one any time now. I'm the last person to defend these "country club" churches.
I'm not sure it's clear in the scriptures that church buildings anger God. There were no church buildings that I know of in Bible times; Christians in the New Testament met in members' homes. Jesus did urge his followers to privately and in secret, and not to make a show of piety. It seems to me it's mostly a matter of proportion, and of wise use of resources. Which is better: to build a new activities building, or to use that money to help the poor?