I like to make my own for sure. I like to use the crimp and poke type. The RJ45 adaptors work ok but sometimes they are a little big and also sometimes you can run into problems with color codes/standards.
And inaddition by either using the crimp and poke or solder on type db9's you leave yourself open to using more wire types not just cat5/6 or having to adapt it.
I like the MCM [Link: mcmelectronics.com]
they come in both genders
And crimp em with
[Link: mcmelectronics.com]
I love these

Also if you use these you might wanna get a pin extractor for nulling or unnulling stuff or fixing screwups