I am currently about halfway through building my own table. I would not recommend that you attempt it unless you own and are proficient with the following tools/techniques:
Router (preferably a table device)
Power miter saw
Drill press
Handling cloth and staple gun.
Skill in wood joinery and finish work.
Successful design and construction of weight bearing furniture or other solid structures. (seriously....if you have never built something that can safely support heavy weights, this should not be your first attempt unless you have expert advice).
I'm building a table with a steel frame. If you do this you have to be comfortable drilling steel. I will probably mill my own rails, which requires a pretty high skill level. However, you can buy them pre-cut.
If you want a challenge and have the basic skills, go for it. You might even save money. However, if you end up with an unplayable table, you are stuck. It is a good learning experience, however.