People with large collections often breed their own feeders because it's cheaper - but you do have to factor in the time spent caring for them and how much your free time is "worth" to you. Since I run a small business in addition to having a day job I have very little free time, and what time I do have I'd rather spend with the family and the snakes, not fooling with rats.
Also, I hate rat stink so I'd rather buy my live feeders locally once a week and feed them off.
If you want to breed ASF check your local/state laws, some places prohibit them because they are very destructive, even compared to the european rats.