A member of Groundspeak, Geocaching.com's message board, has posted a video tutorial showing how easy it is to make custom maps for a Garmin GPS. Unfortunately, it's hosted on MediaFire and I wasn't able to embed it here. Follow the link above and look for "click here to start download." That's the video tutorial, not the Paris Hilton video showing below it (the one I saw was family safe though)!
I covered many of these techniques in my 2005 book, GPS Mapping: Make Your Own Maps. The video only scratches the surface of what is possible. There is a ton of free GIS data on the Web that you can use to build custom maps. There's a bit of a learning curve but if you use a handheld GPS and like to play with hacks, you should probably check it out.