Trust me when I say I hate quoting Dane Cook - I find him largely unfunny and generic - and the playoff commercials featuring his likeness are mute worthy, but when it comes to bullpens sometimes asking "Where did these guys come from!?" is a requirement.

Ah yes, the art of building a stable of relievers capable of holding leads, something that's mystified baseball minds through it's sheer mercurial nature. Being a reliever by definition almost always means you've failed as a starter although some converted by necessity and some were given more repetitions through the extra work, like Mariano Rivera and Billy Wagner.

San Diego, Boston, Toronto, Atlanta, and Texas were the top five ranked by bullpen ERA, meanwhile Pittsburgh, Cincinnati, Chicago (AL), Baltimore, and Tampa Bay were the worst, so what's the difference between the first and second group? Rays' manager Joe Maddon theorizes it comes down to the top four arms in the bullpen; which naturally means you save them for last in baseball logic, but here's the breakdown of the ten bullpens and their five most used relievers along with the peripherals per pitcher.

The Best:

San Diego ERA: 3.01
MLB Average: 4.17
NL Average: 4.06

Trevor Hoffman - 2.98 ERA, 57.3 IP, 49 H, 19 ER, 2 HR, 15 BB, 44 SO
Heath Bell - 2.02 ERA, 93.7 IP, 60 H, 21 ER, 3 HR, 30 BB, 102 SO
Cla Meredith - 3.50 ERA, 79.7 IP, 94 H, 31 ER, 6 HR, 17 BB, 59 SO
Doug Brocail - 3.05 ERA, 76.7 IP, 66 H, 26 ER, 8 HR, 24 BB, 43 SO
Kevin Cameron - 2.79 ERA, 58 IP, 55 H, 18 ER, 0 HR, 36 BB, 50 SO

Kevin Towers and Paul DePodesta constructed a bullpen so good they traded Scott Linebrink, the top set-up man on the free agent market, mid-season without imploding; not many teams could do that, but I suppose playing in PETCO helps. As far as the actual acquisitions; Hoffman, Bell, and Meredith were traded for, Brocail signed through free agency, and Cameron was a Rule V pick.
Combined Cost: 9.152 Million

Boston ERA: 3.10
MLB Average: 4.17
AL Average: 4.30

Jonathan Papelbon - 1.85 ERA, 58.3 IP, 30 H, 12 ER, 5 HR, 15 BB, 84 SO
Hideki Okajima - 2.22 ERA, 69 IP, 50 H, 17 ER, 6 HR, 17 BB, 63 SO
Javier Lopez - 3.10 ERA, 40.7 IP, 36 H, 14 ER, 2 HR, 18 BB, 26 SO
Mike Timlin - 3.42 ERA, 55.3 IP, 46 H, 21 ER, 7 HR, 14 BB, 31 SO
Manny Delcarmen - 2.05 ERA, 44 IP, 28 H, 10 ER, 4 HR, 17 BB, 41 SO

Papelbon and Delcarmen are former Sox farmhands, Okajima was the import, Lopez was acquired for another petty good reliever David Riske, and Timlin was a free agent signing, this without including Eric Gagne, although I suppose that wouldn't have helped their numbers any.
Total Cost: 5.128 Million

Toronto ERA: 3.46
MLB Average: 4.17
AL Average: 4.30

Jeremy Accardo - 2.14 ERA, 67.3 IP, 51 H, 16 ER, 4 HR, 24 BB, 57 SO
Scott Downs - 2.17 ERA, 58 IP, 47 H, 14 ER, 3 HR, 24 BB, 57 SO
Casey Janssen - 2.35 ERA, 72.7 IP, 67 H, 19 ER, 4 HR, 20 BB, 39 SO
Jason Frasor - 4.58 ERA, 57 IP, 47 H, 29 ER, 3 HR, 23 BB, 59 SO
Brian Tallet - 3.47 ERA, 62.3 IP, 49 H, 24 ER, 1 HR, 28 BB, 54 SO

Outside of Janssen the entire pen was acquired through trades, including two very savvy moves by J.P. Riccardi; Accardo for Shea Hillenbrand and Vinnie Chulk, and Frasor for Jayson Werth.
Combined Cost: 2.95 Million

Atlanta ERA: 3.54
MLB Average: 4.17
NL Average: 4.06

Bob Wickman - 3.92 ERA, 43.7 IP, 48 H, 19 ER, 4 HR, 20 BB, 35 SO
Peter Moylan - 1.80 ERA, 90 IP, 65 H, 18 ER, 6 HR, 31 BB, 63 SO
Tyler Yates - 5.18 ERA, 66 IP, 64 H, 38 ER, 6 HR, 31 BB, 69 SO
Rafael Soriano - 3.00 ERA, 72 IP, 47 H, 24 ER, 12 HR, 15 BB, 70 SO
Oscar Villareal  - 4.24 ERA, 76.3 IP, 75 H, 36 ER, 6 HR, 32 BB, 58 SO

Somewhat surprising, but not a single of the five arms were homegrown, rather Wickman, Soriano, and Villareal were acquired through trades, and Yates as well as Moylan through free agency.
Combined Cost: 9.36 Million

Texas ERA: 3.69
MLB Average: 4.17
AL Average: 4.30

Eric Gagne - 2.16 ERA, 33.3 IP, 23 H, 8 ER, 2 HR, 12 BB, 29 SO
C.J. Wilson - 3.03 ERA, 68.3 IP, 50 H, 23 ER, 4 HR, 33 BB, 63 SO
Joaquin Benoit - 2.85 ERA, 82 IP, 68 H, 26 ER, 6 HR, 28 BB, 87 SO
Frank Francisco - 4.55 ERA, 59.3 IP, 57 H, 30 ER, 3 HR, 38 BB, 49 SO
Wes Littleton - 4.31 ERA, 48 IP, 48 H, 23 ER, 6 HR, 16 BB, 24 SO

Gagne was dealt, leaving C.J. Wilson as the closer, although Littleton produced the most impressive save of the season. Outside of Francisco (trade) and Gagne (free agent) the rest were all homegrown talent, something Texas has had a knack for doing, unfortunately they usually just trade it away.
Total Cost: 8.59 Million

The Worst:

Pittsburgh ERA: 4.77
MLB Average: 4.17
NL Average: 4.06

Matt Capps - 2.28 ERA, 79 IP, 64 H, 20 ER, 5 HR, 16 BB, 64 SO
Damaso Marte - 2.38 ERA, 45.3 IP, 32 H, 12 ER, 2 HR, 18 BB, 51 SO
John Grabow - 4.53 ERA, 51.7 IP, 56 H, 26 ER, 6 HR, 19 BB, 42 SO
Shawn Chacon - 3.94 ERA, 96 IP, 95 H, 42 ER, 9 HR, 48 BB, 79 SO
Salomon Torres - 5.47 ERA, 52.7 IP, 57 H, 32 ER, 7 HR, 17 BB, 45 SO

Capps and Grabow were homegrown talents; Marte might be the most underrated reliever in the game.
Combined Cost: 10.09 Million

Cincinnati ERA: 5.10
MLB Average: 4.17
NL Average: 4.06

Dave Weathers - 3.59 ERA, 77.7 IP, 67 H, 31 ER, 4 HR, 27 BB, 48 SO
Mike Stanton - 5.93 ERA, 57.7 IP, 75 H, 38 ER, 6 HR, 18 BB, 40 SO
Jon Coutlangus - 4.39 ERA, 41 IP, 38 H, 20 ER, 3 HR, 27 BB, 38 SO
Todd Coffey - 5.82 ERA, 51 IP, 70 H 33 ER, 12 HR, 19 BB, 43 SO
Jared Burton - 2.51 ERA, 43 IP, 28 H, 12 ER, 2 HR, 22 BB, 36 SO

Not much good to say here, Coffey was a really find late in the 1998 draft (41st round) and Burton is another farmhand, otherwise not a lot of youth and talent here.
Combined Cost: 5.4 Million

Chicago (AL) ERA: 5.47
MLB Average: 4.17
AL Average: 4.30

Bobby Jenks - 2.77 ERA, 65 IP, 45 H, 20 ER, 2 HR, 13 BB, 56 SO
Boone Logan - 4.97 ERA, 50.7 IP, 59 H, 28 ER, 7 HR, 20 BB, 35 SO
Matt Thornton - 4.79 ERA, 56.3 IP, 59 H, 30 ER, 4 HR, 26 BB, 55 SO
Mike MacDougal - 6.80 ERA, 42.3 IP, 50 H , 32 ER, 3 HR, 33 BB, 39 SO
Ryan Bukvich - 5.05 ERA, 35.7 IP, 36 H, 20 ER, 5 HR, 24 BB, 18 SO

Jenks is one of the better waiver wire pickups in recent memory, Logan is a farmhand, Thornton is a fireballer, and MacDougal along with Bukvich come from the Royals' system.
Combined Cost: 3.15 Million

Baltimore ERA: 5.71
MLB Average: 4.17
AL Average: 4.30

Chris Ray - 4.43 ERA, 42.7 IP, 35 H, 21 ER, 5 HR, 18 BB, 44 SO
Jamie Walker - 3.23 ERA, 61.3 IP, 57 H, 22 ER, 6 HR, 17 BB, 41 SO
Chad Bradford - 3.34 ERA, 64.7 IP, 77 H, 24 ER, 1 HR, 16 BB, 29 SO
Danys Baez - 6.44 ERA, 50.3 IP, 50 H, 36 ER, 8 HR, 29 BB, 29 SO
John Parrish - 5.40 ERA, 41.7 IP, 41 H, 25 ER, 2 HR, 33 BB, 36 SO

The bullpen that was bought last off-season, Walker, Bradford, and Baez all signed aboard, unfortunately for the O's both Ray and Baez will miss next season.
Combined Cost: 10.99 Million

Tampa Bay ERA: 6.16
MLB Average: 4.17
AL Average: 4.30

Al Reyes - 4.90 ERA, 60.7 IP, 49 H, 33 ER, 13 HR, 21 BB, 70 SO
Dan Wheeler - 5.76 ERA, 25 IP, 28 H, 16 ER, 3 HR, 10 BB, 26 SO
Juan Salas - 3.72 ERA, 36.3 IP, 36 H, 15 ER, 7 HR, 17 BB, 26 SO
Scott Dohmann - 3.31 ERA, 32.7 IP, 29 H, 12 ER, 3 HR, 18 BB, 26 SO
Gary Glover - 4.89 ERA, 77.3 IP, 87 H, 42 ER, 12 HR, 27 BB, 51 SO

They were better than the historically bad pace in the first half, and Grant Balfour along with Dohmann were decent finds, but otherwise there's no clear closer in place.
Combined Cost: 4.15 Million

There's no clear formula to building a pen with the most important part being the closer.  It appears that mixing and matching with parts works just as well as trying to grow your own, but in the end teams need to have depth stored away at the AAA and AA levels for rainy days.