How committed are you to making your own chocolate? Once you have the ingredients for making your chocolate, you'll need to figure out ways to roast the beans, crack them and winnow (remove) the hulls to get to the nibs, grind the nibs, conch and refine the chocolate, temper it, and mold it into bars or other shapes.
The easiest way to roast cocoa beans is to use your oven. If you want to roast a huge batch of beans it's not the best way to go because you'll have difficulty getting a consistently roasted batch, but otherwise, it works just fine. Some home chocolate makers prefer using a roasting drum. These are metal cylinders fitted onto a gas grill (usually with a rotisserie). Drums can handle large batches of beans, and the rotation makes for an even roast. They can cost upward of $100 depending on the capacity.
Some people roast their coffee beans at home using an electric coffee roaster, and you can use these for cocoa beans too. They also have a rotating drum inside. Typically, they're designed for up to one pound of coffee beans, but since cocoa beans need lower temperatures and slower roasting times, you can load a few pounds of beans inside. You'll have to play with the settings since they're set up for coffee, and expect to spend at least a few hundred dollars.
You can crack each cocoa bean by hand and remove the hull, but that can be some tedious work. Many chocolate makers use a special mill that cracks the beans without crushing them --- another investment of at least $200. To grind the nibs, you can use a coffee or spice grinder or a mortar and pestle for a very small batch. For larger batches, try a high-quality meat grinder or mixer. A juicer with a filter will give you the finest grind and separate all of the liquor from the nibs (a must). Some even use a juicer to do the cracking, too.
The priciest part of chocolate making is conching and refining. Currently, there are machines available called melangeurs (also known as a stone grinder or a wet grinder) that do both. They also cost upward of $500. You can try food processors, blenders, et cetera, but you'll probably get slightly gritty chocolate. It'll still be special because it's yours, but if you're trying to get high-quality chocolate, you have to go all out. These stone grinders use granite rollers to exert extreme force on those fine particles of cocoa and sugar as they're pressed against a granite slab, processing them into a smooth paste.
Next comes tempering. It takes some careful attention, but you can do this on the stove with a thermometer. Having a marble countertop or board for cooling is also useful. Or you can buy a handy tempering machine for about $400 that takes all the guesswork out of the process. Finding molds, at least, is easily and cheaply done at any baking supply shop.
Assuming that you've bought all the equipment (instead of skipping some steps or jerry-rigging some of it, like most home chocolate makers do), you're over a thousand bucks in the hole. Let's make some chocolate!