There's nothing quite as manly as hammering out a piece of red hot steel. This is how you can make your own knife at the house, with stuff you already have.

OK, you may not have an anvil just laying around... but you can normally find those pretty cheap. Look around the pawn shops and second hand/surplus stores in town. If you have to, go buy a new one at the hardware store. Every self respecting man has an anvil.

Once you beat your knife blank out, there's only shaping and polishing left to do. If you don't know how to do that, man up and learn it. Good luck. Go make something.

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