"If" you have the fab skills, time and tools, then I'd agree making your own would allow you the most freedom in getting exactly what you want or need. However, a piece of safety equipment like a roll cage is not the project to learn how to bend and weld tubing on. Ensuring good design principals, nice smooth bends, good tube notches, and adequate triangulation and gusseting is the key to a great roll cage. The right materials also...nothing less than 1.5"x0.120" DOM tubing.
Sounds like Turbogus got a great deal!