Generally speaking, you WANT a known, trusted Certificate Authority like VeriSign or Comodo to sign a certificate that associates your public key with the details of your certificate. Their valid signature denotes their endorsement of your identity.
You can create and use your own self-signed certificates, but anyone (i.e. everyone) who does not have your homemade certificate authority in their list of trusted CAs is going to encounter many security warnings as they attempt to establish an SSL connection. This is not the scenario you want if you are looking for the general public to establish SSL connections with you. If you are just looking to set this up internal to your organization, you should be fine with some minor configuration changes (e.g. add your CA to the list of trusted CAs for all systems in your environment)