I had some friends over just last nite. They were quite impressed with my system, and were incredulous that they were listening to home-brew cables, much less my home-brew cables. Their skepticism was well founded. What do I know about cables? Well, that’s easy. I know as much as I've read and heard. You're right, almost no cable "manufacturers" actually use in-house fabricated conductor/dielectric, and if they do it's probably not as good as what comes from a few primary sources. You can make it yourself, but like most things you'll probably do a better job in the future than what you'll wind up with after your first attempt. Read Jon Risch’s page carefully. Someone’s already provided the link. Be patient, and pay attention to your soldering technique, it's important. Here's what I've tried.
I've used XLO 26 ga & Kimber SF23 based twisted pairs ala the Jon Risch recipe. Both of the selected cables are solid, very high purity copper conductors with TFE Teflon dielectric. They're terminated with Neutrik NC3F/MX-B's. The "F/M" designates either female or male respectively. Whether to choose RCAs or XLRs is very system dependent. Mine sounds better with the balanced cables. The cables sound outstanding, and both of the guys who were over last nite placed orders for some of their own. They both have $500+/pr audioquest ICs. I can warn you, they're not all that cheap to build. However, they're a great value compared to retail. I'll be building Jon Risch's recommended Belden 89248/89259 combo as soon as my delayed 89259 arrives.
I bought the Kimber & XLO cable & solder (Kester 44 is usually recommended for beginners, but WBT and Wonder Solder are also good performers) from Michael Percy. Great fellow to work with. http://www.percyaudio.com/
The Neutrik connectors & Techflex I bought from Full Compass (very cheap). I work with John x1140 whom is always helpful and puts up with my small orders very graciously. http://www.fullcompass.com
Give it a try. Best of luck.