I had mine made by Vistaprint and had no problems with them. I know people who have printed them out themselves on card stock, but I would tend to have my business cards professionally printed.

I guess it depends on what your objectives are. In my mind if I take the time to give someone a business card, then I would like for that business card to be printed on high quality card stock in color. Some people hand out much more cheaply printed business cards, but I suppose it depends on the setting and what sort of impression you want to make.