You can and should make your own crackers. I used to think that there must be some mysterious secret to making crackers that meant they could only be made in a factory. It turns out that could not be further from the truth. All manner of crackers are available to the home cook, but this is a good simple recipe to start with.
At their simplest crackers are just flour and water baked into a crunchy tasty snack. This recipe builds on that adding olive oil and salt for a little flavour. These crackers are very crisp and crunchy with a neutral light flavour. They are somewhat comparable to Wheat Thins, but with a much lighter, cleaner taste.
One warning: crackers can be a little time consuming because you get a lot of batches, I recommend making them the day ahead and planning on having something else to do while they're in the oven.
*Start with 50-50 whole wheat and white flour, then adjust the ratio and type of flour to your taste. I've heard of people using ground flax seed, oat flour, and multi-grain flour with success. It should also be possible to make these gluten free.