Some people say that if you compile your own kernel, your PC will boot faster and system will take less of RAM. Can you feel it if you compile your kernel? Or difference is just so small that feel like the same?

There's a noticeable decrease in kernel load time but whether it is worth the effort is debatable unless you enjoy tinkering. Unless you have little RAM by today's standards it's not going to make significant difference after the kernel is loaded.

Hi,

Building your own kernel entails more the a faster boot and possibly less RAM consumption.

The main reason I build my own are:

1 - make kernel hardware specific,
2 - make kernel as monolithic as possible.

Point 1: Makes sure that only those options that I really need are present. No need to, for example, have all the possible network cards out there being part of my kernel. Two will do, one for most people (I have 2 different network cards present).

Point 2: I personally don't see the point in using modules (except for special cases). For me Alsa is the only option that is modular at the moment, this because the Alsa software expects it to be.

The up sides: You have a kernel that is dedicated to your specific (hardware) needs, less/no hassle with setting up modules and a small kernel. You will notice this when booting, but there's no Wow!! factor

EDIT
catkin makes a good point: I guess most people don't really need to play with their kernel.
/EDIT