I made my own turn signals and use them daily, but I still have concerns about how well drivers see and understand that they are turn signal lights. I use especially when stopped in traffic at lights when I am making a left turn and it is not a turn lane. If I am moving and I can hand signal safely, I will do that also.
LEDs used for turn signals
Pictures of the lights working.

If you are interested in reading more about home-built 'geek' lights, including turn lights, you can check out the Total Geekness thread sticky at the top of the commuting forum.