Who builds their own arrows and to what degree do you build them?

I haven't been bowhunting that long, but I would like to start building and putting together all of my arrows rather than buying two packs of six that are already done for me or paying someone to do them (hopefully) the way I want them done. I have been custom reloading rounds for all of my rifles for several years now and would like to do the same sort of thing with my bow. Is there any cost savings to doing it yourself? Does it help with accuracy that much? What are the positives of doing it yourself? How picky are you with weight of an arrow (both the weight tolerance of the arrow itself and when all of the components are added... +\- 5 grains or something like that)?

Last, does anyone have any updates on how the "deep 6" style arrows and components are holding up out there? I believe in the idea, but I'm not sure if I'm completely convinced of them being sturdy enough. I have heard stories of the tips breaking off if shot at an angle.