Here is a new filament extruder and winder system named FilaFab that will enable you to make your own filament from pellets. You can also recycle old prints and other plastics, experiment with colors and compounds, and extrude materials like ABS, PLA, EVA, HDPE, and nylon.
FilaFab Kickstarter campaign with more information:
https://www.kickstarter.com/projects/1574214560/filafab-first-professional-filament-extruder-and-w
FilaFab company page: http://www.filafab.co.uk/
