I'm also trying to build bitcoin myself to tweak performance a bit, but haven't gotten past the default debug build yet. It would be nice if you could share your compilation settings?
Try my CMake integration
. You'll need to set up the prerequisites yourself and set the respective CMake properties for locating them, but should be easier than setting up the project from scratch.
It's still rough at the edges and it won't yet work out of the box for anything besides windows, but I'm actively working on it.