Many fly fisherman tie there own flys. It is an enjoyable hobby in itself and will save you a lot of money if you are a serious fly fisherman. To get started with fly tying equipment is really not that expensive.
To get started Tying flys you will need the following equipment:
1) A fly tying vise is the most needed tool for fly tying. The vise will hold the hook of the fly you are tying. 2) Bobbin (whip tool) will hold the thread you are tying flys with. it will wind the thread around the fly (applying tention). 3) Hackle pliers clamp around feathers and allow you to wrap a feather around the base of a hook. 4) Whip Finisher or Half Hitch tool is used to finish off the knot of your thread. 5) Small scissors. 6) Serrated scissors (good for cutting feathers).
Nice to have equipement once you get started
1) Half Stacker used to even up the feathers on a fly 2) Wire Cutters for cutting lead weight, wire etc. 3) All purpose scissors 4) Bobkin is used to apply cement on your threads after you finished tying 5) Hackle gad pliers holds back the feathers so you can finish tying the thread to hold the feathers. 6) Razor blades for cutting material. 7) Bench or table for your fly tying. 8) How to tie fly books 9) An led reading light works well for fly tying 10) Plastic Containers of different sizes for storing items such as feathers , hooks, thread yard etc. Fly boxes for storing finished flys.
See How to Fly Fish for more information on fly fishing