Having them in your house is one thing-where I am carrying lock picking tools could get you tagged for 'Possessing instruments of crime', however it would need to be established that you had a criminal purpose for said possession.
Homemade tools are OK in a pinch, but a decent set from HPC is cheap enough-you just need to find a wholesaler who will sell to you if you're not in the business. Failing that, if you want to make your own-find an industrial supply house that offers assorted sizes of flat and round spring steel.
One final bit of advice-forget anything you've ever seen on TV or in a movie. Nothing could be further from the truth.
