Sure, you can make your own from food-grade plastic tubing sold at the hardware store. But, I highly recommend a "racking tube" and tubing from the LHBS. A racking tube has the correct angle for siphoning and a plastic cover on the bottom to help keep the trub from being sucked up. Also, a little plastic clip to hold it in place and a "clamp" to pinch off when you need to. It's definitely worth the cost. I did buy some of that hardware store tubing for my blow off tubes, and for my bottling.
I don't have an auto-siphon. I start the siphon by sanitizing the racking tube and cane, leaving sanitizer in it. Then, I put the end in the bucket 1/2 way down, keeping the clip closed. Then, I drain off the sanitizer into a bowl on the floor until the beer starts to flow and then pinch the tip again, then put it into the carboy and let it go. I do a "quiet" transfer, keeping it from splashing. I put alot of the tube under the surface of where I'm transferring so it doesn't splash. I don't have a picture of this, sorry. I will say that this is more difficult to master than you'd think- and you should practice alot with water (or use the sanitizer first to sanitize and then fill with water for the sipon) or you will end up with sanitizer in your beer. Either use this technique or the auto siphon. DO NOT suck on the end to start your siphon. It's easier, sure, but you will contaminate your beer. I think the people that have auto siphons use them and love them. I am way too cheap and don't have any trouble with the siphon this way.
Lorena