Is it worth it making my own ship parts or are they inexpensive?
It depends, really.
If you want ship parts for the levelling path, you cannot ignore cybertech. It makes a lot of unique ship parts that you can't get anywhere else (except the GTN, but I trust the prices there about as far as I could throw a terminal). In the endgame, it's not quite as good, as the schematics require a lot of grinding to get, and I think the materials are a tad on the difficult-to-acquire side.
Not to mention that most people simply buy them from the Cartel Market.
But still, if you're new to the game, I'd be more than happy to recommend it. Cybertech is more than just ship parts.