I found this post through The Sun is Killing Me.
It is a really good post about making tomato cages because the store bought ones are so flimsy.
I have excerpted some of it below.
To make tomato cages just acquire a big ol' roll of caging, then measure out the correct length to make the right diameter cage you would like (Diameter = Circumference/3.14). I made my cages about a foot and a half wide. Snip the wire off the roll with wire cutters, roll up, then bend the ends around to make hooks to secure the cage together. Then snip off some of the horizontal wire at the bottom to leave vertical wire posts(4-6 inches is good)to stick in the ground to hold the cage in place. Easy-peasy! And so much more durable than those cheesy ones they sell at the store!
I happen to have found some old tomato cages made in a similar fashion as the ones above and they are very tough.