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The price difference isn't that substantial. For example, if I go buy 100 hornady 45 acp 230 gr FMJs at cabelas, it'll cost about $23. 230 grain hollow points from hornady are like $24 or $25.
Sometimes I'll load the hollowpoints if they're out of the FMJs I want.
Also, there are many hollow point bullets with the normal lead base on the bullet like FMJs. And drilling out your own hollowpoint will not only get you little to no expansion, there's little chance your home job will be concentric to the center of the bullet. Thus you'll probably hurt accuracy.
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