One more vote for going without compression sacks. But if you're dead set, this is how I "made" one:

I just used a silnylon bag that I already had. I stuffed my clothes in it, smashed it down, and then wrapped it with a few feet of light cord that I was carrying anyway, or tie out lines from my tent if I was carrying one. key to a lighter pack is is the dual use concept.
If you only travel on sunny days you will never reach your destination.*

* May not apply at certain latitudes in Canada and elsewhere.