I've made my own because they are so expensive! It was lots of fun to make and now proudly use.
The ball-winding is heaps of fun hey!!!
I always wind multiple times even when they arrive in balls not hanks because:
-it gives me stackable balls
-winding more than once gives better tension so the wool doesn't get stretched (and then shrink back later when the item has already been knitted) - this may not hold for everyone though so don't freak out those of you who have always wound once!