First I I havee not built one, but hav considered to build on a number of times,
the problem I have had is finding something to make the rollers out of,
most all the ones I have looked into factory have a minimal and most have 8" rollers, and I am guessing there case hardened to keep the groves/ribs in some form of workability for a longer time, (it appears many of the rollers are cast of some type,
and the rollers are not cheap (IMO) if bought from a manufacture, but I would think that would be the best,
I have had thoughts of if finding some very heavy wall pipe, to turn ends on it and put a shaft through the center of it, and possibly filling it with concrete,
then cutting groves on it with the mill,
I have looked at some parts lists and they used segmented rollers, that were disks about 2" thick,
the other thought I have had is to see if I could find a used set of rollers that some feed mill considered wore out,
(but since there resharpenable, I am not sure why they would "wear out" are they down past the wear area, (I realize that in time they would get too small), but it would sure look like there would be a lot left to them and would think there would be a easy way to use up a lot more of them,
some mills run the rollers at a slightly different speed to be more aggressive, (one tooth off on the gears that tie them together),
for basic Ideas I would look at manufactures web sites, and look up patents,
Google Patents
Batch Mixers, Ribbon Mixers & Paddle Mixers by H.C. Davis Sons Manufacturing Co., Inc. : Roller Mills Page
Roller Mill Specification
there are some Internet DIY rollers/crimper's plans for home brewers, using concrete rollers and even wood, but I do not think they would be very good for most feed type uses,
I ended up making a burr mill, for my needs, but the grain I was wanting to grind was very small,
http://www.tractorbynet.com/forums/build-yourself/179278-burr-mill-grist-mill.html