Félix,
An excellent thought, all the years I did this stuff, I never thought of that.

Now, however, you can buy power supplies for pennies (e.g. Phihong 5V/25W from Mouser for less that $20 at single quantity) so why bother.
In our current product we came out cheaper buying the DC/DC converter than we could make it ourselves. In addition we got it smaller, more reliable, cooler.