Not just the $$$ savings, there are no nasty chemical additives in the tobacco. That difference is just as amazing as the $$$ difference.
Just before I quit wmoking cigs, I started to roll my own. The machines that take filters are pretty good, and I could get very high quality leaf with no additives in both Maryland and VA for about 40% of the cost of the pre-rolled silage most cigarette companies use. The difference in flavor is worth the extra trouble.