Only their entry level certificate is free, they have higher priced options for the likes of wildcard and EV certificates. Once your root certificate has a good level of acceptance, the true cost of certificates is the validation process; actual certificate generation is negligible, hence certificates with little-to-no validation can be offered at little-to-no charge.
If you're interested in security or programming anywhere in the area of TLS, it's worth your time to set up your own CA, issue yourself certificates, figure out how to convince your local browser to accept them, etc.
Had I done that myself properly earlier, I'd have some less heartache in my future.
