There are a lot of pluses to rolling your own.
Its amazing how many of my "go to" flies are flies you can't buy (or are very hard to find locally). You don't have to worry about shops being out of stock, etc. You can weight them to your liking. You can show fish something they're not used to seeing. You can make them more durable then what you buy. When you're catching fish and your "pruchasing" buddy isn't, you can tease the hell out of him.
I can go on.
The advice to start slow to see if you like it is a good one. If you do, then you will shortly have enough flies/material to cross over the red into the black ($). I'm at the point where my tying is saving me money, without a doubt. But it takes time and you have to enjoy it, otherwise, just buy them.