With Google's Custom Search engine, you've got a lot of options.
You can include as many (or as few) web sites in your search engine as you want, you can host your search engine on your own site or blog, and you can search through other people's custom search engines (check it out at Google Custom Search Engines).
Live Search Macros is from Microsoft, and is a great simple way to get started on your own search engine.
You'll go through a simple creation wizard to help you make your first search engine, and it only takes a few seconds to create. One caveat: you''ll need to have a MSN Hotmail, MSN Messenger, or Passport account to finish the process.
Rollyo offers you the ability to search through the content of any websites you want,
and since the sites are ones you already know and trust, the results will (hopefully) more relevant and informative for you.
Topicle is simple to get started with; just click on "Create Engine", name your search engine, add a few of your favorite sites to search within, and you're all set. More sites can be added later as you find them.
Topicle also offers you the option of searching in other Topicle user-created search engines, as well as voting up or down URL's that you approve of (or don't approve of).
The Swicki has been around for a while now and offers searchers many options
when creating their own customized search engine, including the option to choose multimedia content, customize the look and feel of your Swicki, and more.