Catching your own bees for your hives is by far the most economical way to start getting your own honey. Typically if you purchase a bee nucleus hive you will parting ways with somewhere between $130 to $160 dollars (although this is an established hive including five frames of honey and brood).
You can read my blog post here on my experience of catching my first swarm (in the dark). In this case I was lucky that the swarm had landed at waist level so it was easy to get. It was also just luck that I happened to spot it. It was also luck that it had not flown away by the time I drop back to the farm and then back into town to catch it. Notice the emphasis on luck here. It is a far better approach to take luck out of the equation if we can.
The use of a bait hive / swarm trap is the easiest way to get your own bees. There are a number of methods of doing this, but I recently came across the work of Michael Jordan and his mobile swarm traps that are just brilliant. Watching his YouTube video below will give you everything you need to know to make them yourself.