Why create a custom set of playing cards? Not because you want "vanity cards", there are web sites that will do that for you (another instructable) but because you want a set of cards you can not get, like for a game you are designing or a commercial game that is out of print.
The example I am using in this instructable are cards from the game I am designing called "I, Detective".
Step 1: Gather your Supplies
1) Your cards
2) Playing cards
3) Cards Sleeves (also known as deck protectors)
I suggest you buy the Cards at the Dollar Store ($1 for two decks at my local Dollar Tree), and buy the card sleeves wherever you can get them cheapest. I have found them online, at big box stores (Target, WalMart, Toys R Us) and game stores for under $5 and sometimes under $2. Typically these come 50 in a pack, so if your deck needs more than 50 cards, buy multiple packs.
Making the cards is the next step, but you should know in your head how many cards will be in your deck.