I've only just bought cigar boxes recently, I started out just making mine, mostly to get the dimensions I wanted, plus it's fun when you build most of it.
I made my own box out of Cedar. It has a good sound. What I've learned making my own box and necks is that harder woods make stable necks and is better suited for box sides. Softer woods can be used for necks and box sides depending on construction, trussrods and bracing.
Of the six CBG's I've built, all have custom built boxes. The first three were made with 3/8" birch plywood sides and 3/16" luan tops and backs. It's pretty simple to do, I learned how by watching this video:
I also use the method of dado-ing the neck into the box as it just looks cleaner to me.
After the first three, I invested in an I-Box jig for my router table because I wanted to use cypress fense pickets (thickness planed to 3/8") and get a cleaner look... again.