While I was pregnant I decided that I was going to make my own baby food. I wanted to know what was going in the food. So since my son was born I have made all his food. It is so easy to do and I don't know why more people aren't doing it. I take one day out of the week, usually Sunday, and make a big batch.
About 2 months before he was actually able to eat solid foods I started preparing and freezing vegetables. The first foods that I started with were sweet potato, banana, peas, butternut squash and apple. I started feeding my son around 4 months, but check with your peditrician before starting solid foods.
I bake the potatoes and squash because it will keep more nutrients opposed to steaming or boiling. The peas and apple are steamed. I keep the skin on the apples while I steam them so the nutrients from the skin will stay in the mixture, just let the apples cool and then remove the skin. You can just use a spoon to scrape the flesh off the skin.
Once the food is cooked just puree in a food processor until the desired consistency. You can add formula or breast milk to thin it down if you need to. Keep in mind that the peas will not get real smooth because of the shell, you can always strain the peas to make them smoother.
The banana is the easiest, you don't need to cook at all, just mash or puree until the consistency you want. You can even squish the banana in the peel and squeeze it in to the bowl, this works great when traveling.
When it comes to the cereals, I wanted to make my own but while doing research it is recommended not to feed homemade cereals until at least 6 months. So I just use the pre-made, I started with the Gerber rice cereal and now my son loves the barley cereal.
Some resources that I use:
Wholesome Baby Foods
Super Baby Food by Ruth Yaron