I spent a year making my own almond milk, then gave it up. I didn't like having to always be on the hunt for cheap almonds (it didn't save me money), and it was time-consuming to use up the waste products (I used the pulp in smoothies, made crackers and granola, but it was a lot of work). Maybe it was healthier, but I decided it was better for me to just buy a milk alternative.
I do keep making my own yogurt, though - way better than store-bought and less time consuming (I can make 2-weeks worth at once).
I bought a nut-milk bag for straining that worked great. I also use it for my yogurt and straining chicken stock - so I've gotten a lot of value out of it even after I stopped making almond milk.