If I print a paperback via Lulu, am I allowed to make my own ebook version or does Lulu insist on doing it for me?
I've found that allowing others to prepare an ebook sometimes leads to messed-up formatting.
Of course you can. There's also free to use e-book Project Wizards and even free ISBNs for ePubs.
Note that a file of pages for an ePub is not laid out the same as for a print book.
Many thanks for confirming that.
Kindle and Smashwords have different requriements so it's better for me to have my own files to upload.
You can do both yourself. Of course they do have professional services here for that too but it's basically a do it yourself thing here.
While there are many options / software to make your own ebooks yourself, Lulu is one of the best do-it-yourself systems as the epubs it generates pass the standards of iTunes and other vendors who need your e-book to meet certain requirements. Use Lulu but do it yourself, it's easy.
As others have said, you absolutely can make your own EPUB on Lulu. I would suggest checking out this guide:
EPUBs have some very specific requirements for conversion, so it's a good idea to have the guide available while you are doing the formatting.