How to make your own brushes

1. Firstly, you take an image that you think would be good for a brush. I'd suggest to take a large and good quality image, nothing is worse than brushes that look badly compressed or too small.
2. Cut out whatever piece of the image you'll need for the brush (by using either the crop or lasso tool) and then turn it into Grayscale (Image> Mode> Grayscale).
3. Now comes the fun part: open Brightness/Contrast (Image> Adjustments> Brightness/Contrast) or Levels (Image> Adjustments> Levels) and make the contrast of the image as strong as possible. You need the background to be as light as possible and the brush itself as dark as possible, but with plenty of details still showing, like this:
   
   This image is just an example, but I suppose you do get the general idea. Once you're happy with the contrast go into Edit> Define Brush, a window will pop up asking you to name the brush. Name it anything you want and click OK.
4. Congrats, your brush is finished!