Yup, there's a bunch of catalogs/websites that sell vaccines. No reason not to do it yourself as long as you know what you're doing.
(Except that as several other posters have said, rabies vaccination is best given by a vet because of the legal angle (if there should be a question, like your horse bites someone or is around an animal that turns out to be rabid, your horse is legally considered UNvaccinated unless the shot was from a vet, and you may not like the ramifications of that).
I think it is very much worth being taught properly by someone who knows what they're doing though. You get an IM shot into a vein instead -- worse, with an airbubble! -- you can make a horse pretty sick or dead. It is definitely a learnable skill (and useful, especially if you have multiple horses), but a LEARNED one, not a trial and error one, you know?
JMO,
Pat