custom microprocessor? i would start out looking for a good cpu core
most people do that because a fully custom cpu can cost.. if you want to have one you design from scratch made.. CAD emulation/simulation software is the trick... but you need a fast computer to run sims of a fast cpu at full speed..
now if your talking about programming micro chips like mpu's and such atmel chips are easy to get started with you can make a programmer with just a few resistors
i'm not sure if i understand your question... hope this helps