Is it possible to make your own inductor?
what material should i use for the core and winding coil.

 

Many of us wind our own inductors.

http://www.coilgun.info/mark2/inductorsim.htm for air-core coils.

http://www.hills2.u-net.com/electron/induct.htm for some of the math and a few of the possible materials

The manufacturers of cores have technical data on their websites as well. One example is the Soft Magnetics Applications Guide from Arnold Magnetic Technologies.

 

They're getting *tiny
http://www.koaspeer.com/emi_emc.asp?part=2

http://www.koaspeer.com/inductors.asp

Cancel on the password, their webmonkey is idjit.