I made my own at Christmas and it was a great way to spend a few evenings.
I used an old fashioned meat grinder which I bought recently for £25.00 which came with a sausage attachment. I managed to get my casings from a pig farmer I met at a local farmers market, but you can buy on-line as suggested.
I did use filler, a small amount of stale breadcrumbs (home-made bread is best as you know exactly what is in it)
Made plain pork, pork and herb (really good) Pork and chilli ( a mild one and hot one) and pork and apple. The only thing I would change for next time is with the pork and apple, after grating the apples, squeeze some of the water out, as the mixture was too wet and made stuffing the casing hard. However, i did add a small amount of water to the others.
Its great fun. Mix up your batch, fry a small amount and check for taste.
I am going to send one of the saddlebacks to turn into sausages as so many of my friends asked for some, and I can't make them to sell. My local butcher charges £1 per lb to turn into sausages.