I think readers love well told stories. It doesn't really matter, to me at least, if authors use old stuff or make up new.
Creating your own world is great, but it can take away from the story a bit, as the focus becomes more about the world you're building, and less about the story that you're trying to tell. That's not always the case, but it can happen. I don't know if you've ever built a world, but it's a whole lot of work to make sure your world is not flat.
Borrowing/stealing myths and changing them a bit can be easier, and a little less strain on the reader. They don't have to learn new stuff and the story can really start straight out of the gate. Look at the Dresden Files, all kinds of action, very little explaining what's going on.
I do think built worlds are more memorable. There is (or was I'm not sure anymore) a group of people trying to live by the standards of the White Tower in Robert Jordan's Wheel of Time world. Look at how many Star Wars fans are still running around, and they haven't made a good movie since '83.
In the end I think it depends on what genre you're going to write. If you're going for fantasy, create your world. Fantasy readers usually have the patience and maybe even the desire to see big and complex worlds. If you want to write another genre, go with the borrowing of myths and changing them to better fit your world.