Last I checked Wilson modified tweeters themselves, or at least they do for some of them.
I like building, restoring, and modifying my electronics, but I really don't think it's possible to build a speaker on a $5000 that touches what a $5000 commercial speaker can do. To do some of the more complicated measurements on my electronics I'd need about $1000 in gear. That's not too bad. To actually design and build a speaker I'd consider worth listening to I'd need a whole workshop full of power tools and a pile of mics and measurement gear that would totally blow my budget. Anything else would be guess work. I can build an amp, and as long as the parts are of decent quality and properly matched, the thing is going to make the numbers it's designed to. A speaker can sound very different depending on if or what you laminate the cabinet with. Focal's kit designs we're like that.
But let's say you designed a techically competent speaker. Crossovers aren't cheap and I'd spend myself into poverty just trying to voice a pair of speakers. Good caps and inductors aren't cheap.