Go to geotech forums, there is a wealth of info about making coils. However I have made my own PI coils for the Whites TDI. Its a mono coil and the easiest to make. It cost almost as much to make one as it does to buy a factory coil. The reason is that the components are expensive in single quantities. You will need a good inductance meter $100+ (cheap won't do). A good O-scope is almost a must for a high quality coil. You need to build a coil form. Getting the winding just the right size to fit the finished coil into the housing is difficult. Then if my memory serves me, the exterra has a micro-controller built in to the coil. Starting to get the picture?
Bottom line, its much cheaper to buy a very good aftermarket coil than to build your own. However, the learning experience is priceless.