i also write new styles, when i really don t find something to match the need. there are more than one approch for this.
one easy way, to mix already existent parts into a new style. another way, to write some new parts and mix with already existent.
and the best, but also more difficult and time cnsuming, to write each part of the style by yourself, creating something original. that goes the best for me, but is not a easy thing to do.
if you are with the computers, you can do everything into a midi sequencer, creating and editing everything there as a midi file, and then extract various intervals into intros, fills, mains, endings. that is provided your instrument can convert midi to style (roland for instance).
writing the styles only using the instrument (keyboard) could take long time and you might miss many phrases or ideas you have in mind by the time you should put them on the notes. nevertheless, is always satisfactory to create and then use your own original styles.
everyone should try this!