I've been really wanting to try and make my own butter and today I finally found the time! It was so easy I will definitely do it again.
I buy the large container of cream from Sam's. It's less than 3 dollars. I used less than a pint today and I made a container full of butter plus a jar of butter milk.
All you do is whip the heavy cream past the stage where you would use it for whipped cream. Keep whipping and the buttermilk will start separating from the butter. Drain this off as needed. Keep whipping until you can drain most of the buttermilk off. Then (I used my hands) squish the butter until all the rest of the buttermilk comes off. You can also add salt or spices at this time, I prefer to leave mine unsalted.
That's it! I saved some whipped butter containers from some that I had bought to put it in. You can store it in the freezer or the fridge.