How do I make my own LEGO stickers?
At office/stationary stores such as Office Max or Staples you can get printer friendly sticker paper. The 'AVERY STICKER PROJECT PAPER' comes in clear or white.  You can shop around for different finishes. Some are more paper like and other are more like plastic.

From experience this is only good for flat surfaces.  To ensure maximum adherence, I recommend to clean the surface with a soft soap.  After the surface is dry, rinse it with 99% alcohol and let it air dry.  this will remove any remaining oil or dust.  You can then apply the sticker to the surface.

You can print you design directly to it and cut it to size using scissors or a craft knife. For complex shapes, you can use a swivel craft knife: