Having done taxidermy work for roughly 16 years, I can tell you honestly there is no way to beat a commercially tanned skin. The problem is finding a good commercial tannery that will give you a consistant tan that's pliable with good stretch and is properly shaved without having any unneccesary repairs. You may have to get a Taxidermy permit from your state to be able to use their services as they usually don't deal with the public. As I have used the following ones, I can tell you that you will be pleased with their service:
Carolina Fur - Great wet tan for capes, great soft tan for big game skins but they don't care for doing furbearers.
Wildlife Fur Gallery - Very nice tan with good stretch. Good all around tannery.
Seminole Fur Dressing - Great Lutan-F tan on all products.
I can understand the concern with not getting your skins back but it's really a non-issue with reputable tanneries. They will issue you a specific customer number that gets punched into the skin. That's yours and only your number. A tannery won't stay in business long if they are losing skins from Alaska to Africa. They have a system down and it works so don't concern yourself with that.
The problem with doing it at home is it costs a small fortune to do it properly and you still won't get the end results that you can from the commercial guys time after time. There is also no "quick and easy" way to tan a skin and expect it to hold up long term. If you look at various deer mounts, you can see the cracking around the nose, eyes or ears. This is either from the skin being dry preserved or from a poorly executed home tan.
If your still determined to do it yourself, I recommend using any tanning products made by Rittels. Bruce knows his stuff when it comes to tanning and his products are top notch. You can get these from WASCO Taxidermy Supply. If you have any problems with the tan, rest assured it is something that you did and not an issue with the products used. Here's a link for suppliers and other taxidermy services. These companies will also offer videos on tanning which may be of help:
http://www.taxidermy.net/suppliers/index.php
This is a specific link to the "Tanning" section on the Taxidermy.net forums. Good info here and many of your questions can be answered searching it:
http://www.taxidermy.net/forum/index.php/board,11.0.html
If you do decide to do it at home, you're going to need a tumbler to "break" the skin. This is how you make it pliable. Get an old dryer and unhook the heating element. Use fiberglass to fill the holes in the back of the drum and you will also need to construct a frame so you can install a wooden door to the drum. If you don't do this, you will have sawdust everywhere. Use hardwood sawdust to fill the bottom of the drum with as this will help clean the fur. Different skins require different tumbling times. Not enough and it won't be pliable enough, too much and you risk damaging/losing hair. Some of the companies mentioned may have the plans you can buy to do this conversion and it would be well worth the expense.
Hope this helps and good luck on your endeavor.