I know some people here will say you should do it, it's not that hard, etc. Many of them probably already have the gear, some have probably made hundreds of them. Several TPU Q&A forum participants build and repair PCs for a living so they have a different perspective and not all of them understand that hobbyists don't have the same experience, skillset, dexterity, etc.
My basic stance is that if you're going to do this on a regular basis, it might be worth. For a one off? Not worth it.
I built my own Ethernet and serial cables back in the Nineties. I bought small bags of the connectors, the Ethernet wire crimper, some other tools. I still have some of these tools, even DB-9 connectors and pins, even though all my stuff is obsolete and I haven't touched this stuff in the past twenty years or so.
I will point out that I only dabbled with low-voltage cables that wouldn't kill a system if I plugged something in the wrong way. I did use a multimeter for testing the pinouts. I never tried this with power cords, PSU cables, etc.
At home, I am okay with installing a new light switch or receptacle but I'm not going to rebuild the electrical panel. I just don't do this enough.
In the same way, is it worth it to make your sister's wedding cake if you bake cookies once a year?
I bought an SFX power supply and put it in an SFF case whose dimensions were a little too big for the cables included with the PSU: I needed a couple of cables (24-pin ATX motherboard and GPU power) that were about 5-10 cm longer. Because it was a one-off, I decided to just order from
www.cablemod.com and pay the premium to have someone do it correctly.
I don't have an unused tool, I don't have a mostly-full bag of connector pins, I don't have a spool of leftover wire. I don't have frazzled nerves, I didn't spend any time beyond than putting a custom length cable into an online shopping card and typing in my credit card number.
Could I have done it? Without blowing up a $150 PSU? A $200 motherboard? A $600 graphics card? Probably. It is unlikely that my custom cables would look any better than the custom ones I bought. Would they work any better? No.
Frankly, I have better things to do with my time than make commodity PC components. Assemble a custom cooling loop? Yes, I'm okay with that. Building a power cable? No, thank you.
I own a Nineties-era soldering iron that I've used maybe once or twice in the past ten years. My soldering skills are pretty bad because I don't do it regularly. Also today's PCBs are far denser, my eyes are old, and modern PC electronics aren't really suited for end user repair. But I'm a damned good cook and baker. And I don't need to put on reading glasses to make pasta or bake a cake.
When I built my own cables in the Nineties, I had a job where such skills were valued. But personally I thought making cables was uninteresting. I only did it when I had to.
Ultimately it's your call.