In the beginning some did make their own... drilling holes... and I suppose some may still do that.... but today sizzle cymbals are sold by every major cymbal manufacturer and quite common.

I have never owned one. I do have many cymbals, however. For my band I use only 3 or 4.... that would be 4 or 5 if you count the Hi-Hat as 2 each. At home, setup to play my full kit, I have 7, (9 counting each Hi-Hat as 2 each). Actually I once added 3 of my Zildjian for a total of 10, (12 counting the two Hi-Hats as 2 each).