I prefer gluing my own in also for a few reasons.There are several different weight adapters available so I can get the head/adapter weight close to what my setup calls for.I can further fine tune this weight by filing a few grains of weight off the adapter tip or if I want to increase the weight a few grains,I can add a few led shot in the hollow of the adapter before gluing.
Also,when gluing my adapters in,I can have the adaptor in my arrow and align my broadhead the way I want it which for me is horizantal.I also put them on a spinning jig at this time and make sure the point spins true as the glue is setting up.
Gluing your own in just gives you a lot of versatility over buying them already done.