I use commercial ones if they are right for the project and fit.
Otherwise, I make my own with stencil plastic from the Stencil Company and a double-bladed stencil knife (Olfa). I use the Miracle Chalk pounce with the chalk that irons off.
http://quiltingstencils.com/notions.aspx
If I need the stencil for a small quilt, I will make it on paper, stitch it with a size 18 needle without thread and longer stitch length, and pounce it.