Also if you use the High end desktop boards, M.2 drives can actually get you more bandwidth, not that it is an issue as Jim notes. So on consumer boards, everything except the 1 or 2 PCIe 16x slots for video cards hang off the northbridge and all go over the same DMI bus to the CPU. All the rest of the PCIe slots, the M.2 slot, SATA, etc are all wired through it. However on HEDT boards, you can have up to 40 lanes of PCIe, so most or all of the slots including the M.2 slot are wired right to the CPU. The SATA controllers and all the rest are still wired to the northbridge.
 
All in all it just really doesn't matter though. Your computer has more internal bandwidth than you can realistically find a way to use. I've yet to see someone have issues because what they were doing was saturating the DMI bus or something like that.

Thanks Jim for that info!
 
My last build was the first example you used used syncraft. So it would have been an advantage to move up for more capability/speed. I was going for a mid level build. I have an M.2 slot on my mobo but chose not to use it since it it wasn't really an advantage in my case. I might try an HEDT in my next build. TBH I almost never adopt recent tech until I feel it is fairly safe. In this case it would have probably been ok to use the M.2 and I still might later on. 
my cpu was only 26 lanes I think, so I would have needed to upgrade to a more expensive cpu.
 
For anyone seriously considering an M.2 moving to 40 lanes/HEDT is probably something they want to do to take full advantage of the hardware.
 
The motherboard info I read basically said that it all would work, but might be slower which in the end probably isn't a factor for me.
 
 

Starise
Thanks Jim for that info!
 
My last build was the first example you used used syncraft. So it would have been an advantage to move up for more capability/speed. I was going for a mid level build. I have an M.2 slot on my mobo but chose not to use it since it it wasn't really an advantage in my case. I might try an HEDT in my next build. TBH I almost never adopt recent tech until I feel it is fairly safe. In this case it would have probably been ok to use the M.2 and I still might later on. 
my cpu was only 26 lanes I think, so I would have needed to upgrade to a more expensive cpu.
 
For anyone seriously considering an M.2 moving to 40 lanes/HEDT is probably something they want to do to take full advantage of the hardware.
 
The motherboard info I read basically said that it all would work, but might be slower which in the end probably isn't a factor for me.

We've got one particular client (Composer using similar setup)... and his machine yields 4000 stereo voices of disk-streaming polyphony via Kontakt.  Requires multiple SSDs (including PCIe x4)... but for most folks this isn't too limiting.   
 
Years ago (when plugin EFX/processing were first introduced)... we could only dream of the capabilities we have today.
 
The 5820k has 28 PCIe lanes.
Unless you're running two high-end video cards or multiple PCIe x4 SSDs, it's really not much of a limitation.

Duh..yes I knew the 5820K was less, not sure why I was thinking 26 instead of 28 lanes. I think for me the fact that I could have 40 lanes instead of 28 bothers me, but I didn't want to spend the extra money to get it :) especially since I didn't need it....heck I'm recording bouzoukis', guitars and violins. I could probably use an iphone :)
 
Thanks Jim!