Yes, I grow my own sprouts. Very easy to do with just a jar and a piece of cheesecloth to cover the top and a rubber band to hold the cheesecloth on.
Soak the seeds overnight, then drain the water through the cheesecloth. Rinse a couple times a day and when the seeds start to sprout, place the jar in a window for some sunlight.
Make sure you get seeds that are not treated in any way!
Super vitamin source! Very healthy!