Get Jed Davis' book on Spinner Fishing for Steelhead. It's a classic. He has lots of information on making spinners and using them effectively. Most fishing tackle stores have it, including Fisherman's Marine, GI Joes, and Sportco.

The most important part of making your own spinners is to do it inexpensivily. Because if you're going to fish them effectively (i.e., "in the zone"), you're going to lose alot of them. That gets pricey if you're using Vibrax at $3.00 apiece. Homemade spinners can be made for less than a dollar each. At that price, losing a bunch isn't as painful.