Invest in a milling machine, lathe, drill press, etc. and build your own. No serial numbers required.
Just buy one or more guns directly from other people - lots cheaper than all of that equipment, even if you overpay. Hell, if you've got a friend who likes one of your guns, and you like one of his, just exchange them (especially if you both have AR-15 lowers - then just exchange them, and keep your uppers with your barrel, sights, etc.). Also recommended is going to gun shows and buy reloading equipment and supplies using cash.