I have to agree with henry, don't make your windows if you really want to have something to be pleased with when you are done. That would be like suggesting you make your own refrigerator, because they don't build those like they used to either. I really miss the amonia condensers, don't you? Use your woodworking skills to reproduce mouldings, fireplace mantels, ceiling medalions,etc. Windows are a big deal and not one to be triffle with.
When buying new windows, several issues are important to consider, price, heat transfer, r-value, hardware quality, warranty (most windows have a 20 year warranty, but ONLY to the original end user, if you sell the house, the warranty is void!)
As regards to type of window, consider the home you have. The window style should reflect the original or intended design-style of the home. Thus, a grided double hung window would look great in a saltbox style, but awful in a modern cedar and stainless steel home.
Prevailing local weather conditions are important to consider as well. A wooden exterior should be very carefully evaluated in terms of dampness, direct and indirect water (rain and wind), sunlight, etc. Be sure to ask about these factors. Also keep in mind that wood framed windows must be painted or stained, and that wood naturally changes dimensions with changes in temperature and humidity. This can be a real problem for wooden parts that are supposed to move. Be certain you understand the meaning of "rough opening" and what you will have to do to the exterior siding of your home to install your new windows. You very well may have to repaint your home if the exterior paint is more than a few months old. All of the major window brands are well known to you because they all build a good product. Choose the one you feel will provide you with good service, support, and will be around for years to come with replacement parts, etc. It is really the Type of window which is more important than Brand, then the ease of use.
Good luck, and have fun!
By the way, you might consider paying the dealer to install some of the larger window units you purchase, they can be quite heavy, and you DON'T want to break it on installation. Also, check the warranty to make sure a do it yourself installation doesn't affect it in any way.