chrof Instructables boasts: "This is the most comprehensive step-by-step guide to build an 8x8x8 Led Cube ever published on the intertubes. It will teach you everything from theory of operation, how to build the cube, to the inner workings of the software."
Yes, you can make your own. If you're willing to take on 72 steps and some seemingly comprehensive circuitry. But I have to say, it may be worth it. This LED cube is totally awesome.