I have ordered a collection of mono spools in various strengths to start making my own leaders. I came across this leader calculator from Global Flyfisher (http://globalflyfisher.com/fishbetter/leadercalc/download.php) about a year ago via the excellent NCA blog (http://northcountryangler.blogspot.co.uk/2013/02/rolling-my-own.html) and have been toying with the idea ever since. This season I'll be testing some out.
As it is the first time I have gone for some relatively cheap on sale copolymer from Greys, from 02X down to 6X (a bargain ten spools for a tenner, 30m each), so if it turns out terribly I haven't lost much. I'll also need to add some stronger stuff, but its a decent starting point.
Most of the time while nymph fishing I'll use furled leaders from Rodney Dibble (now Luke Bannister produces them ) - the Stuarts Croft range. For dry fly fishing I've been using 9ft Orvis superstrong for years, but they are quite pricey and I seem to get through the pretty quick. So the main aim of tapering my own is for dry fly use.
So far I've made two for a trial run. One 9 feet and one 11 feet, with 3 feet tippet to be added making 12 and 14 feet in total. For these trials I have used old Orvis superstring tapered leader butts which are too short to be used any more, as currently I have no thick stuff. Not sure if it'll make any difference, but I'll be giving it a go.