I've never heard of someone being able to make their own sleeves. I'd assume the equipment necessary would be too expensive.
I don't know how it would work, but you could try sticking white sleeves to a sheet of paper with double-sided tape and printing it through just a normal printer. I'm not sure if the ink would stick.
You'd have to remember, though, that they wouldn't be legal for tournaments.
Which sleeves are allowed for gameplay then?
I thought maybe asking Ultra Pro making me some simple sleeves with a anime cat face ive got the design for. ^^