I agree with everyone else on the vane jig. A Bitz is the only way to go. I prefer a right helical setup.
Vanes...pick whatever you'd like.
Glue...there are a bunch out there that work depending on the setup. Goat tuff(mainly for inserts), Bohning platinum, locktite super glue gel, flex-bond are among some out there.
If your going to be cutting your own arrows, an ASD(arrow squaring device) is a must in my opinion. 100% guarantee that your cut is square and true. A good thing to own even if you have someone else cutting your own arrows. You can glue in your own inserts later on. Not sure on alum shafts, but with carbons you will want to scuff up the inside of the shaft prior to gluing the insert in.
Some tips that have helped me to get started in making my own arrows.
#Use acetone, lacquer thinner, wood alcohol or isopropyl alcohol if it is at least 97% pure.
#Use a clean 100% cotton cloth. An old T-shirt works great.
#Clean area of the shaft before applying vane/feather.
#Rub the base of the vane lengthwise once in each direction. Move finger slightly to use a fresh surface on the return pass.
#Use a fresh area of cloth and new solvent on each vane.
Don't use rubbing alcohol, cotton balls, cotton swabs (Q-Tips) or paper towels. They often contain oils and chemicals which interfere with adhesion.
Good luck!