Yes, building things for you own personal use is still
ok,
selling them them as a business needs them to be CE
certified..
The rules I've seen state (and this is from the DTI and in books) that if
a device is 'taken into use' after a particular date (now long in the
past) then in must comply with the EMC directives. This applies to
devices used in-house only (specifically stated in at least one book on
the subject). You don't need to put the CE mark on such devices, but they
do need to comply.
FWIW, I don't think homebrewers need worry too much about this, unless
you are trying to make a pirate radio station or something.
To get an amateur radio licence now the Government *requires*
you to demonstrate your ability to build things and make
them work!
I believe there is actually an exemption for amateur radio equipment that
is to be used by the constructor (i.e. not offered for sale).
Alas I got my aamteur license back in the old days of the multi-guess
exam. Still, that means I now have a full license without ever passing a
morse test :-)
-tony