I've had a lot of fun just drawing them myself on plain copper boards with fine-tipped sharpies. They sell little bottles of the etcher at some Radio Shacks but recently I've stepped up to ordering "Ammonium Persulfate" online and using a laser printer and an iron to make my designs.
I guess once you've monkeyed with that a while you might want to step up to something like this. It always seemed expensive and slow to me but I guess if you want to use little surface mount stuff you'd have to.
Seems like soldering it all together once you get the boards is the hard part in that scenario though.