Making yourself is certainly the less expensive option, the STW kits are quite expensive.
What do you intend to do with teh finished model? if like me you prefer the build to actually rallying the engine then the smaller scales are OK. If you want to run it on grass then you want at a minimum a large 2" or small 3" but preferably larger.
For a simple TE then the Minnie in 2" rather than the usual 1" scale is a good option as is the 3" Little Samson which actually comes out the same sort of size as the Minnie as the prototype was small. the 2" Burrel is quite a small engine and there is also a lot of detail. 2" Fowler is a nice large 2" but again a more detailed engine so more parts to make.
You may want to consider a commercially made boiler and then machine all the parts to go onto this as at these sizes the boilers get quite large and if its your first boiler could become an expensive learning curve.
What size lathe and mill do you have as that will affect what you can machine to some extent.
J