As others said, you likely won't save by building your own chains. However, some chains are available in bulk (e.g. LaClede DUO chains). You can buy side chain and normal cross chain in continuous lengths. You can see which are available in the Quality Chain Corp and the LaClede sites. You would need to find a dealer who handles their product and buy the lengths from them. There may be some chain/equipment shops in your area who custom make chains and will sell bulk chain. I did that for modifying my DUO's. They sold me a continuous length of bulk patterns and I fit that into my standard chain.
As George2615 mentioned, a chain tool is recommended if you plan to do a lot of modifications as are large bolt cutters.