It's not expensive to have them made if you use one of the Chinese fabs but when you've got an idea or need to respin a prototype waiting three weeks or longer is a pain in the nethers.
Mikeselectricstuff has a good tutorial (we disagree about etchant though, I loath FeCl, persulfate is much nicer)
http://www.electricstuff.co.uk/pcbs.htmlFind a local office services place that can copy your design from an inkjet printout onto transparency (the Elektor board was made from a direct photocopy from magazine to transparency) or, if you've a decent laser printer, print it direct to transparency, don't dick about with pens unless it's a trivially simple design, ditto transfers unless it's onto a transparency.
A nail curing UV lamp will do the job for exposing the board but it's a good idea to experiment with exposure times, I think BigClive had a video about that too. You can make a UV box for not much money.
Fresh UV laminate is always best so try and get it from somewhere that's got turnover, it degrades with age and takes longer to expose, develop and strip.
I've got a roll of the dry film UV resist stuff you find on eBay but I haven't used it myself yet, I believe it works well though.
Don't be tempted to use sodium hydroxide for processing PCBs, it's dangerous stuff and a PITA to get right anyway. Sodium Metasilicate is much safer and way simpler to get reliable results.
eBay is your friend for chemicals, you can buy all you need there, common or garden kitchen plastic tubs work well as process tanks but obviously don't use them for food afterwards.
I reckon you could be up and started for under £20 in materials, tools (basic) and trays, you'd need a PCB drill (with stand if you use carbide bits) but the very simple ones can be had for a couple of quid.