I'm afraid I'm with Buttermilk on this one, so unless it's a labour of love for you, I'd buy them and be done with it.
If I was making my own though, I'd make a metal frame and then tack-weld 2" weldmesh onto it. This isn't the easiest stuff to weld as it burns through really easily. However, I get the feeling that your welding kit and skill level is probably a tad better than mine, so you may fare better than me!
Verdifish's suggestion of making some at different lengths (and maybe even heights?) is also a good one.
Out of interest, how much would it cost to have homemade hurdles galvanised?