Bicycle: Custom Cassette

From Sheldon Brown:

Shimano wants you to use one of its standard combinations, and offers a wide-enough choice to suit the needs of most cyclists, but you don't have to if you don't want to!

Shimano cassettes that don't use spiders have most of the sprockets held together by 3 small bolts or rivets. These are not essential. Their function is convenience, in allowing the cassette to be installed slightly more easily. To make a custom cassette, you will often need to remove the screws or rivets. Just discard them: they are unnecessary in practice.

Some cassettes use screws with a 4 mm hex head. These can be removed with an adjustable wrench.

Some cassettes use screws with a 2 mm Allen head. These are frequently mistaken for rivets.

The easiest way to remove rivets is to grind off the heads where they protrude from the largest sprocket. I generally do this on a bench grinder.

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For example, Shimano doesn't make any true "corncob" (one-tooth-jump) cassettes for time-trialists or flatland riders. In 7 speed, the closest is the J (13/14/15/16/17/19/21).
If you remove the 21-tooth sprocket from a J, you can make it into a 13-19 corncob by buying an 18 to put between the 17 and the 19. Alternately, you could make it into a 12-18 by removing the 19 and the 21, and buying a 12 and an 18. …………
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Inspired by the above article, my hands itchy again. I dismantled my 9-Speed spare cassette and replaced a few sprockets on my current. If your hands also itchy, do note on compatibility issues. Make sure to read up the below mentioned articles first.

Sources : Compatibility / Customization