Machine shop? Pretty much, I have mini mill, mini lathe, 2 bandsaws, 3 drill presses, a 48 inch box and pan brake, a light duty brake, table saw, numerous hand held power tools, 2 table routers, another hand held router, etc, etc . I make many of my own parts, all my own chassis, cabinets, brackets, mounts, and lots of other stuff. It is a matter of necessiity when you are basically poor

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I haven't gone to making my own components, but those hand made capacitors sound interesting. I have wound my own humbucking pickups on a jig I run in the minilathe, I have one in one of my favorite guitars I play all the time. Winding pickups isn't all that hard, very tedious and delicate stuff that 42 gauge enamel wire, though.