Funny this came up. I just built a dozen target arrows yesterday. I’ve been building my own arrows for about 15 years or more. I can build the exact arrow I want and I don’t have to run around to the shop to have them cut etc. There is an initial cost of entry. Some things I would pass along if you want to go this route.
Buy a decent saw. You don’t need a $500 commercial unit but get a good 100-200$ saw. Don’t try to rig one up with harbor freight parts, BTDT and in the long run they suck. Cyanoacrylate adhesives are basically the same across the major players so you don’t gain anything over using a brand name rather than good Gorrila cyano. I use the blue cap. And lastly, prep the surfaces to be bonded. Acetone is your friend. I have found that no matter what the manufacturer says, you need to prep the vane base otherwise you will not get great adhesion. It might be good but if you prep the shaft by wiping with acetone and the same for the vane base, the vane will tear before the bond will fail. And my personal technique, I use accelerator. I spray Bob Smith Industries accelerator on the shaft then when I mount the vane to the shaft in my Bitz, it’s five seconds and done. I keep a mason jar of acetone also to dissolve residual glue when I reflect an arrow. Just put the shaft in the jar and five minutes later the glue is gone.
I find the personal touch to your gear is something you can’t get from a third party or factory fletched arrows. I like being able to try different components.