We can all mix our own - it's actually pretty cheap that way. Like 2fast said, it's only "Alcohol - Oil - Nitro Methane". Alcohol is the fuel, Nitro provides an oxidizing agent and the oil keeps the engine from wearing out (and maybe there's a few other additives providing better ignition properties). If you've got plenty of time for it and would like to experiment, I'll bet any of us could come up with an acceptable fuel for whatever we're running. 'Course the existing manufacturers have already done all that work and are packaging the fuel in convenient sized containers.

Actually, it's probably the packaging AND shipping costs that make it pricey. One load of the $1.99/gal fuel at the gas station is delivered in a 5000 (???) gallon tank truck. We buy ours in quart or gallon containers. And I noticed several online vendors have an add on of about $20 to ship a gallon container - must be something to that hazzardous shipment claim.

ps - if you don't know a whole lot about the chemistry of fuels and don't really want to know, then why not buy what your car vendor or the LHS recommends.