If it's a hobby and that's how you want to spend your free time that's one thing, but if you're doing it to save money that's another story. We raise chickens and goats and assuming your time has any value at all I'd guess we pay 3x what we would in a store, but we don't go into with the illusion that we're going to save money. After pricing some mills I'd have to think they would be the same. When I can buy 2x8 boards at Lowes today for less than $14 I doubt I could ever break even doing it myself no matter how many I made in my lifetime. Add in the need for PT lumber and plywood and the math looks even worse. But again, if that's how you like spending your free time then I wouldn't even worry about the cost if you can afford it.
It may be more economically profitable to buy ready-made materials, especially considering the current prices for lumber in stores. But this is not really my topic, my friend just does something similar. I am used to another thing, I spend money on casino bonuses, and
gamblizard helps me double them. Therefore, my quote will be "it is better to invest not to save, but to earn". Investing in something is of course good, but now other things are becoming popular.