A: That is really inconvenient. Latex allergies are becoming increasingly common. Nobody knows what causes a latex allergy, but it's thought that prolonged or repeated exposure to latex may contribute. So if you're a healthcare worker, work in a condom factory, or have lots and lots of safe sex, you may be vulnerable.
Latex is the natural, plant-based form of rubber, and it is a specific protein in it that causes the allergic response. Most sex toys are made of synthetic rubbers and other elastomers that don't contain that allergen. Because of consumer health concerns about phthalates and other chemicals, many manufacturers and online sex toy stores are making a point of listing the materials that a toy is made out of. However, if it just says "rubber" and doesn't specify "latex free", you should probably play it safe and avoid it. Cyberskin and similar fleshy materials are latex free, as are silicone, vinyl, PVC, and polyurethane.
Another thing you could do, if you have a rubber toy and are concerned about a reaction, is to cover it with a condom (or, if you're a guy and it's a masturbation toy, cover yourself with a condom). You've probably already discovered polyurethane condoms as an alternative to latex condoms. But they're a little pricey to use for putting on toys. Polyisoprene condoms (Lifestyle Skyns) are cheaper, and you can use them in the rare event that you're allergic to polyurethane as well.
As far as materials you use to make your own sex toys, you'll have to do your own research to determine if something might contain latex, and find a suitable substitute if necessary. Some of the projects on our site use latex gloves, which can be replaced with nitrile gloves, or latex condoms, which can be replace with the above alternatives. For projects that use latex balloons, you might try those inflated plastic air pillows that are used for packing. It's all about creativity and ingenuity, and where there's a will, there's a way.