get yourself a spool of darcon (I use 50lb dacron for 60-100lb wind ons and 80lb dacron for 120lb plus wind ons).
The only other stuff you need is a piece of single strand wire doubled over as your pull through and some dental floss to whip the end of the dacron where the mono enters it. Plus a tiny but of fine-ish sand paper to rough up the mono a little.
They are so easy to make it's not funny. It's the sort of thing that is easy to do but hard to describe in typing.
Try Youtube, or there's a "Rigging Baits and Leaders for Light Gamefishing" DVD out that has a lot of good segments.
Don't bother buying a kit to make them, the above is all you need.

As for the cost, $20 will get you the dacron and the rest you should have lying around.
I sit down once a year or thereabouts and make up a heap of dacron bits, then knock up a range of wind ons and zip bag them.

hi have a look on www.sealine.co.za  , some of use in Za make our own windons  ,do a search on the forum or browse the DIY section . All you will need are there to make them youself , the premade ones cost a small fortune . 

I make them myself for Bronzewhalers from the surf with mono up to 1.6 mm !

You can use a dacron latch.  There are specific wind on tools which arent easy to attain.  Have a look for wind on tool.

You can also use Dyneema which is more resiliant than DACRON.