What material can I use to make my own cake molds?
I would say that FDM printing in general is out of the question for this task, ABS and PLA would both melt in the oven, and the grooves in the print from the FDM process would make it a nightmare to clean.

My initial thought was an SLA printer ( $1000+ ) which uses a Photopolymer Resin hardened by a UV light, and based on its medical uses, I would think that it is food safe - I do not know what its melting point is however.

Another idea, one that would not too easily be done in house, is porcelain. 

Shapeways offers a service that you could use for this - they say just $9 per part, 125 x 125 x 200mm maximum dimms, both food and oven safe.