Yeah, once I started making my own that was it. You have so many more options making your own binding. Anyway here are a couple of sites to help.
I don’t know if you know about this website but I usually go to it for most of the things I need to learn. They also have a lot of general sewing, patterns and quilt patterns. The directions to make binding are here.
http://quilting.about.com/od/bindingaquilt/ss/binding_strips.htm
This one has a good picture on how to make continuous binding.
http://www.mccallsquilting.com/lessons/fundamentals/index7.html
There is a lot more out there. Have fun.