How might I manufacture something like this?:

http://a.ngus.net/internal_splines.jpg

I own a small CNC mill and a lathe, but I don't think they're going to
help me very much. I've read a little about broaches, is this where I
should concentrate my effort?

In an ideal world, some nice fellow would extrude lengths of this and I
could buy it for pennies. Am I in luck? Something with an OD of about an
inch would be ideal.