It really does depend on how serious you are about making your own distribution, my friend.
If you really want your OWN, full blown, completely separate from all other distributions then you need to go all the way with Linux From Scratch or similar.
You can also repackage many distros with specific customizations:
VLOS is a customized Gentoo distro
Overclockix is a custom Knoppix version
And there are many others. Repackaging an existing distro is still a lot of work, but less than creating your own entirely.
If what you want is merely to have a custom operating system on your computer...well, any distro CAN do that, but minimal ones like Slack make it easier: nothing but a bare system is installed for you, essentially.
Gentoo goes Slack one further by not only having YOU decide just about everything that gets installed but also making you choose which compilation options to use and how to optimize all the code.
Decide exactly how committed you are and what you want- linux can help you achieve your goal, but one way or the other you
will have a lot of reading to do.