Ever since I received a copy of a book on how to make moonshine, I've become enamored of the idea of home distilling. Given my mechanical aptitude, there's no way I'm going to try anything in my apartment, because I don't have enough insurance to cover the cost of blowing up my entire building. If you're not so cautious, Homedistiller.org, a booze-geek's dream, has 20,000 fascinating and pedantic pages on topics such as fermenting and distilling maple syrup, purchasing hand-hammered copper alambics from Spain, and even making whiskey from cornflakes.
In the realm of the easily doable, this page gives instructions, with pictures, on how to make small-batch gin on your stove. Or, if you want to mix up your own version of Chartreuse -- an effort that doesn't require a still, only a trip to a good herb store -- you can find recipes here.
Good luck, and make sure you have a fire extinguisher on hand, just in case.