If you look at some of Todd's reviews he has some nice pointers on making your own coils. I'm no coil master, BUT I can get it right on the first try pretty much every time. Like Blix said 28 kanthal and some mesh. I use 400 mesh. And good batteries. rtdvapor has good prices on batteries, kanthal prices are fair and their mesh prices are a bit high. BUT you can get it all in one place so...there's that benefit. You don't really need a little torch to oxidize your mesh, you can use your stove if it is gas. You can get a cheap torch online though if you want one for around $10 shipped. 2 cent fuse is not a bad idea also.
Drill bit method is pretty cool, but I have found that using a sewing needle and making my wick with a little straw-hole allows me to wrap my coil real well, since the needle keeps the wick rigid. Just make sure to pull the needle out before you start to test it.
It's really more intimidating than it looks, and the AGA and the center post thumb screws are just a PITA. RSST is much more user friendly and hey, once you get good at making a coil on the RSST, the AGA becomes much easier too.