Both Google and Microsoft have released custom searches which allows you to create your own specialized searches. Microsoft call it Windows Live Search Macros and Google Google Co-Op. They are basically the same and allows you to create search engines that are specialized for a certain interests, sites or set of keywords.
Microsoft Search Macros is the easiest one to start with and with a few simple clicks and forms you are done. Before saving a macro you have to have a valid Windows Live account and then create a Creator ID, which will identify your search macros. For example I have registered wictorwilen as a creator id and my macros will appear under http://search.live.com/macros/wictorwilen/. You have the ability to share your searches or keep them for yourself.
Google Co-Op is basically the same, you have to have a valid Google account and then you can create and share your search enginge just as with Windows Live Search Macros. Co-op requires that you have a keyword to search for but Search Macros allows you to just specify a set of sites, but Co-op have to option to search all sites for the keyword an emphasize on specified sites. The Url to the custom search is not that user friendly in Co-Op, it will be something like this: http://www.google.com/coop/cse?cx=0232320252377593622159%3Auz4tnaxf4l8.
Both of them have the option to customize the user interface of you search engine.
Googles Co-Op includes a number of additional features that I find really interesting especially the function to refine results of searches. You can help improving the searches of certain topics, which means that you have the possibility, if you think of yourself as en expert in a certain topic, to add annotations and sites that should be relevant to the topics so the search will be more accurate.
In the end choosing your custom search provider is highly a matter of taste and feeling. As of now I find the Google search index more interesting and better, but the custom search from Live Search is easier and have a better user interface.