There are several reasons why I make my own arrows.
1. I'm better at it then anyone else.
2. If I make them on my jigs its easy to fix damaged vanes.
3. I use aluminum glue on carbons, because it is a bettter glue. It works great have never had one come off. Its a slower setting glue, but more weather tolerant.
4. I enjoy doing it.
5. I sunk $700 in good fletching jigs, I got to get that money back somehow.

I cut mine with an Apple rotor saw. Its up to you if it is worth it. I make about 20 dozen arrows a year, I have gotten really good at it and enjoy doing it. It takes time to get good at making arrows, but you care about the outcome, some guy in a factory could care less if the arrows are perfect. It will cost about $200 bucks to get started. You could get the shafts cut to length from some mail order companys, to save the cash on the saw.