Plated Through Hole at home?
As Majenko says, a few folk have tried the conductive liquid route. From what I have read it seems to work okay but requires fine tuning and experimentation (but then so do the rest of the home brew PCB techniques if you want the best possible results)
I like the idea of conductive liquid/vacuum followed by copper electroplating to make them more reliable.
In general I agree with Mike - if you are doing this at all seriously etching your own is  simply not worth it given the speed/price/ease of obtaining great quality boards. However if you need a quick hack or are in a rush to try something out though I find it certainly can come in handy to have a little etch tank sitting there.

Anyway, another suggestion is to use through hole rivets. I have used these (the 0.6mm and 1.0mm ones) with great success on my etched boards. I didn't bother getting the press as it was too expensive to use for something I only do occasionally when in a hurry, but it works fine without if you can cope with a little bit sticking out on one end (~0.4mm) and having to solder them. If you are planning to do this a lot grabbing the press would probably be worth it (or hacking one together yourself with e.g. a hole punch and pin) 

Here is a picture of them in use (e.g. there are 2 next to the light brown capacitors pads just below the top IC)
Resistors are 0603, traces from ~0.25mm to ~0.8mm, rivets 0.4mm hole, 0.6mm diameter.