Consider that the inductance of a 1cm piece of straight, 1mm thin wire is around 6nH.
It's difficult to get a well-controlled inductance much smaller than that.
Similarly, it's difficult to get a controlled capacitance of less than 1pF.
Remember that it's the product of L and C that determines the resonant frequency of an LC circuit.
So, roughly speaking, you may increase L by a factor of 10 so long as you reduce C by a factor of 10 as well. Or vice-versa.
Measuring Inductors:
The easiest way, IMO, is to use a capacitor with a known capacitance, a 10k resistor, an oscilloscope, and a function generator. Connect your unknown L and known C in parallel, and connect one side of the parallel circuit to ground. Connect the other side to your function gen output through the 10k resistor. Set the function gen to output a relatively low frequency pulse train or square wave (~1kHz is OK here).
Probe the terminal in-between the parallel LC and the resistor with a 10x 'scope probe. You should be able to see the classic "ringing" of an LC circuit on the scope. (Each edge of the input waveform causes the LC circuit to ring.) If it's too small to see, crank up the function gen output. You may also switch to a 1x 'scope probe, but be mindful of probe parasitics!
On the scope, measure the time T between two subsequent peaks on the ringing waveform. 1/T = f0 = 1/(2*pi*sqrt(L*C)), the resonant frequency of the LC circuit. Solve for L.
Try this out with some hand-wound air-core coils, and make sure that the result you get roughly matches up with theory before moving on to building filters with hand-wound coils. It'll give you a better feel for making inductors.