Tom, no, I've never made one, in fact I'm quite a newbie to photographic processes. However, a couple months ago I researched the topic heavily as I wondered about its current state myself. I wish though!
As Mainecoon points out, the materials are all discontinued, but some people still have stocks that have been fridged/frozen since. I think that, in general, if you were really committed it could be carried out, but at quite an expense and a huge learning curve. That being said, someday I hope to do DT.
THE place to go for information on dye-transfer is the Yahoo! Dye-Transfer group. That's where Ctein hangs out, and literally anybody who's still doing it. It's not like APUG, in that it's more of a mailing list (Yahoo! groups have a terrible interface). There, you can gleam a wealth of information, and some members are very helpful, others not so much.
Jim Browning is the moderator of the group, and he has a website (
http://www.dyetransfer.org/) that literally gives you all the instructions to manufacture your own matrix film, which is basically the crux of the whole process.
Here are some good links...
http://ctein.com/dyetrans.htm
http://www.charlescramer.com/dyetransfer.html
http://www.dyetransfer.de/index.html
This last link, the .de (germany) website, is that of the Haneke's. They, along with Jim Browning, actually manufactured a small batch of matrix film. Theoretically, they could do it again if there was a big enough demand. Perhaps, down the road, there will be a large enough demand (hopefully spurred by people like us!) to create another, larger batch and get people dye-transferring again.