Bill, locate a cows horn somewhere down the road, yard sale maybe. Cut it I  half and then heat it up (carefully) with a heat gun or hair dryer and clamp it flat between two boards on your work bench. This will give you some nock in lays.  I also use thin strips of just about any wood.  I like to use darker colors for the inlays so they stand out.

Welcome to the world of crafting your own stuff!!

Thanks for the tip Jon!  

I've used bone, horn, hardwood and rawhide for reinforcements for self nocks, all worked well. You don't have to buy anything special. I used rawhide dog chew cut into strips for reinforcement spines. Got that idea of using rawhide from Glenn St Charles', "Billets to Bows". Heck, you could use popsicle sticks for the reinforcement.
These cedar arrows have rawhide spines...
 

...and these tapered ash arrows have osage spines...


...these hill cane arrows(by Art Butner) have maple self nocks added to the cane...


...these hill cane arrows have self nocks with no reinforcement and no plug in the center hole...


...and finally, this aspen arrow by Art Butner has walnut, 4 point footed self nock and foreshaft...

I think they are relatively easy to make, yet time consuming. They are just as strong if done well. You don't need a taper tool but you do need a padded vise, at least I do. They look great! No seams or plastic on your traditional wood arrows. You should, at least, try a few.