I agree that self made horses are superior, in general, to those you buy. Over the years, I have built, I would guess, 10 sets of horses. Problem is, you need to build the horses for your application. Is storage space or weight an issue? How much weight do they need to support? Is stability more important than size? How long do you want them to last?
The 3 sets I have and use now, and have had in service for 5 to 8 years, are mortised at all weight bearing joints. This, I think, is the secret to building strong yet light and long lasting horses, along with using construction adhesive (instead of yellow glue) and using screws instead of nails.
Although I'm not one to use plans, Fine Home Building ran a speacial on the various kinds of horses you can build. The issue came out about 10 to 12 months ago. Might be worth a trip to your library to look through the back issues, or visit their WEB site (Taunton Press) and ask for the back issue.