Why is it spooky to mess with the mains? If you are building equipment that is mains powered, you have to get involved with 110V / 220V at some point. I personally am more worried about putting mains on open PCB traces than winding transformers..... and my aversion to mains on PCBs applies to professional equipment as well as home-made.
Power transformers are cheap, but how many come with 2 x 18V, 1 x 8V and 1 x 45V secondary as standard? Custom toroids are also relatively cheap when buying 20+, but a one-off costs a bit.
What's the problem with un-dipped, non-epoxy transformers? There are MANY professionally manufactured transformers that are both - suppliers and website addresses will be provided on request.
"Moisture will corrode wire and insulation". In all honesty, this is a first for me! I have numerous reels of enamelled coil winding wire that have been in my workshop for anything between 1 year and 30 years, and so far none of them have any signs of corrosion.
A specific example of a DIY toroid: In 1987 I added two windings to a toroid to provide additional voltages to the 2 x 18V that it came with. This was a one-off for a briefcase-size portable mixer I made for a client. The mixer is still going strong (as is its un-varnished, un-dipped and un-epoxied transformer). Every couple of years the client brings the mixer in for a check-over, and as with any good, competent, thorough service, the power supply is tested for technical performance and safety...... it has never failed either.
Now, in 2008, the business has grown so that for several years I have not made 1-off toroids - not because of any safety issues, but because the cost in time is too great. It is cheaper to get a custom transformer made.