It helps to have a bamboo mat and paddle. I bought a set through my co-op for $3. The paddle helps a lot because the rice won't stick to it as much as your hands.
I bought 40 sheets of toasted nori for 5.99, wasabi for about $2, pickled ginger for 3.49, a bunch of black sesame seeds for maybe around $5, and I already have soy sauce on hand at all times. That's it! You would pay $200+ to buy 40 boxes of sushi and now I can make my own!
You just lay the nori sheet down, spread rice over it and press it down. Sprinkle with sesame seeds, add fillings, roll up, and voila! You are done.
In this picture, I used red bell pepper, avocado, and yellow carrots for my filling. Top some with pickled ginger, mix some wasabi and soy sauce together, and enjoy!