Now, I don't know about places where you can buy pre-made lanyards, but I make them, and some others here make them (Ghostrider, for instance, does very nice work). I have never sold them, but in the past I've sold other knotted stuff like beaded hemp necklaces and skydiving closing-pin necklaces made of paracord. I couldn't see charging more than say $10-15 for some of the more complex ones. Most are pretty short, pretty easy and quick to make (although you simply need the knowledge of
how), and I would sell them for like $5-8.
My own feelings about lanyards are that I love them because knotted stuff fascinates me, but I
don't really care for them on knives, in practice!

Yup, I love to make them, I love how they look, but I feel they get in the way on knives and don't actually serve much of a function (unless they're the kind that will be worn around the neck or attached to a belt or belt loop).
Depending on the diameter of the lanyard hole and the diameter of the lanyard's lead, some have to be tied integrally to the knife (for example, if only one strand of the lead will fit through the hole). If the hole is wide enough, the lanyard can be attached in such a way that it can be easily removed, using a Lark's Head knot.
If you want to try tying them yourself, go to [url="http://www.boondoggleman.com]Boondoggleman's website[/url]
It's about the best site I've seen so far with instructions on how to tie the "sinnets" (or some prefer "sennits") which most lanyards are made from.
Have fun, and be very patient. The first ones you make will be really crappy and loose, and you will get better in time and soon will make really fine, tight ones.
-Jeffrey