Regards your "immunity from attacks question", as it stands there is no cryptographic shortcut that can be used to attack WPA encryption, so you are essentially left with brute force methods to determine the key. Use of a wordlist to find the correct key is an brute force shortcut in that you are only trying the keys in the list rather than every possible key within the key space. The basic rule of a brute force attack still applies however, in that the correct key must be provided as one of the possibilities during the brute force attack for the key to be cracked.
So, if the attacker is patient enough/ or has sufficent resources to attempt every key within the possible keyspace, they will eventually find your key. In the far more likely scenario that the attacker only uses one or more wordlists to try and determine your key, they wont find it if its not in the wordlists. Hopefully that's clear enough.
As for creating your own wordlist, the basic premise is to contain the words that people might use for passwords and to order them so that the most likely examples are earlier in the list. It might seem here that Im just stating the extremely obvious, but the basic theory is no more complicated than that. There has been some research done on this which I read at one stage but cant currently find (at least with the one minute search I just did), but start at the OpenWall site first and go from there if you want to know more.