Before creating a custom tag in CFML, you should review the Custom Tag section of the ColdFusion Developer Exchange at http://devex.macromedia.com/developer/gallery/index.cfm. You might find a tag here that does what you want.
Tags are grouped in several broad categories and are downloadable as freeware, shareware, or commercial software. You can view each tag's syntax and usage information. The gallery contains a wealth of background information on custom tags and an online discussion forum for tag topics.
Tag names with the cf_ preface are CFML custom tags; those with the cfx_ preface are ColdFusion extensions written in C++. For more information about the CFX tags, see Building Custom CFXAPI Tags.
If you do not find a tag that meets your specific needs, you can create your own custom tags in CFML.