They are much easier to make than the music shop prices for them would suggest.

I made mine (half the usual size) out of a French wine crate, with the "membrane" (the bit you normally hit) made from the thin high-quality plywood used in an old wardrobe. The snares were strips of steel a few inches long and 1/8" wide, picked up in the street. You usually pass a few of these lying in the gutter every day in any city. I don't know what they come from - windscreen wiper springs? I dug out little notches for them in the sides of the crate before gluing and tacking the membrane in place. Commercial ones usually have the membrane held on by removable screws.

It's more usual to make the snares from steel guitar strings, but that would have meant something needing more maintenance. The metal strips sound fine.

The gorgeous Heidi Joubert has some really classy instructional videos:

https://www.youtube.com/watch?v=q-12J-r4t30