My wife and I make our own sushi a few times a year. She isn't a big raw fish eater, and I don't trust any fish here in OH enough to eat them raw, so we stick to veggie rolls, kalifornia rolls, and fried tempura rolls (Vegas Roll). Like others have mentioned it's pretty easy and extremely cheap to do. I reckon you can make 6-8 slices of veggie or tempura sushi roll for less than 20 cents when they usually sell for $10-15 dollars at restaurants.
Asian markets usually have the cheapest rollers/wasabi/rice/vinegar/sea-weed paper etc. but many of the mainstream stores are selling these items these days.