Building lightsabers is part of the Jedi training while they are younglings. Nearly every Jedi (and Sith) in the Star Wars universe has made their own at some point or another, and often times have even had to remake new ones after losing or damaging the prior.
Lightsabers are an integral part of the Jedi way and act as an extension of their creators. The Jedi bond to kyber crystals located on different planets (such as Ilum) and then form the hilt around said crystal using a number of different materials to better suit them. Sith "bleed" their crystals, fusing all of their anger and passion with it to turn them red, however, these crystals can still be purified using the light side of the force.
10 Luke's Green Saber
After losing his blue lightsaber that had belonged to his father prior, Luke Skywalker makes his own lightsaber using a new crystal and Ben Kenobi's hilt for inspiration. The new green saber was crafted in between episodes Star Wars V and VI on Tattooine right before going to Jabba's palace to rescue his friends. Luke traveled all around the galaxy in search of pieces but found the last things he needed in Obi-Wan's hut back on his home planet. Once the pieces were found, Luke found a desolate cave in the desert and used the force to place the pieces together.
9 Rey's Yellow Saber
At the very end of The Rise of Skywalker, Rey travels back to Tattooine to lay the Skywalker sabers at rest in the sands of Luke's former home. She reveals that in the time between the victory of the Resistance and her travel to Tattooine, Rey has actually made her own saber. While fans only got to see a small part of it, it looks as though the saber had been made using the staff she dominantly used at the beginning of The Force Awakens. The saber was also yellow, which seemed to fit Rey's aesthetic and personality.
8 Dooku
Count Dooku made his own curved-hilt lightsabers after he abandoned his old one that he made as a padawan. The new saber was meant to be built for combat, as it better suited his fighting style. Count Dooku has one of the most iconic and different fighting styles in the franchise, as he often battles with one hand behind his back, often appearing to be heavily influenced by fencing.
Dooku didn't like the saber he used as Yoda's padawan, so while still in the Order, he read through a number of Jedi text to see which would fit him best for his needs. He personalized his own and created the curved hilt. His original blade was also blue in color, and was bled red when he fell to the darkside.
7 Kylo Ren
Kylo Ren's lightsaber was rather interesting in design as it was extremely different from the majority fans had seen in the films thus far. This saber was originally made while he was still Ben Solo, a padawn learning the ways of the Jedi under his uncle, Luke Skywalker. Originally, Ben's saber had a single blue-blade. He took this saber with him after the destruction of the temple and his fall to the darkside. The saber had been modified to have the two emitters on the side that made it into a cross-guard due to the fact that the red kyber crystal within had been cracked and needed lateral vents on either side in order to divert the heat of the crystal. This is also why his saber often crackles, the crystal is incredibly unstable, much like the character.
6 Ahsoka
Pretty much all of Ahsoka's lightsabers had been made by her (except for the modified blue ones she uses in the final season of The Clone Wars). Ahsoka made her yellow and green lightsabers while she was still a youngling and padawan to Anakin Skywalker. She gives them up upon leaving the Jedi Order only to get them back after Anakin refurbished them. But in order to escape Order 66, Ahsoka once again gives up her blades and leaves them behind. In the novel, Ahsoka by E.K. Johnston, Ahsoka makes new curved-blades, a katana and a shoto. She uses the bled kyber crystals she gets from an Inquisitor and purifies them, making her lightsaber blades white. These saber hilts are amazing and truly inspired by Japanese samurai swords. They can be seen in Rebels and The Mandalorian.
5 Maul's Saber-Staff
Darth Maul, Palpatine's original apprentice, was an excellent duelist. To match his fighting style, he made his own red lightsaber that he later formed into the first saber-staff we see in the series. Maul's double-sided lightsaber is iconic and fit the character extremely well. During his time in Clone Wars, it is apparent that his other half was broken during his fight with Obi-Wan in The Phantom Menace and wasn't refurbished until the final season of the series.
4 Palpatine
Sheev Palpatine made his own lightsabers in the early days of when he first became a Sith. The Sith Lord was a fan of craft and so took extra special care when customizing his own hilts. Every material he used was exquisite as he focused on durability and appearance. His sabers don't look like they should belong to the most evil of the Sith, but rather a highly regarded Jedi due their elegant craft.
He also made his second blade after the first as backup in case something happened to the first, but ended up using both together time and time again, like in his fight against Darth Maul and Savage Opress. One of the interesting things about Sidious is that he rarely used his sabers at all. he was skilled enough with the force that he found little need to ever wield the blades unless toying with his food.
3 Ezra
Ezra Miller, the main protagonist in Star Wars Rebels, made both of his lightsabers all on his own. Ezra's first saber was rather innovated to many fans who found it suited Ezra's personality. The blade was pretty dingy and definitely homemade, but had a blaster attached to the hilt that the character often used in the heat of combat. The saber was then destroyed by Darth Vader on Malachor which prompted Ezra to then make a new one. The second lightsaber Ezra uses is green-bladed and way more refined than the previous one, making him appear as a fully fledged Jedi.
2 Obi-Wan Kenobi
Throughout the series, Obi-Wan Kenobi had three different lightsabers, all of which he made by himself. The first two sabers were very similar in hilt design and had the slightest of differences. The third, however, was extremely different, and later inspired Luke Skywalker's green lightsaber. Obi-Wan Kenobi had a different lightsaber for pretty much every prequel movie he was in and used the third while during the Clone Wars and his fight against Darth Vader on the Death Star.
1 Anakin Skywalker
Throughout his life as a Jedi, Anakin had two different lightsabers that he made himself. His first lightsaber was pretty much an exact replica (or base) of his Darth Vader ligthsaber, save for a few color differences along the hilt. The saber was destroyed on Geonosis in Attack of the Clones, which then prompted the Jedi Knight to make a new one for the Clone Wars and so forth. This second lightsaber would go on to become his legacy saber that would impact many generations after him. The Skywalker saber would belong to both Luke Skywalker and Rey at different point in time to defend the galaxy from evil.