Yes, we did it on our own. I started to teach my DS8 when he was 4.5 and we did it for almost two years.
I learned soroban on youtube and then taught it to my son. At the beginning, we tried to use both hands. But that didn't work well, so we just used one hand (his dominant left hand). You basically use your thumb and the index finger.
I found lots of worksheets on japanese sites (google translate was a big help :)) At that time I didn't know about Abacus Mind Math (Heathermomster mentioned it above). Otherwise, I would have definitely bought the workbooks.
Apps and sites we used:
Know Abacus (can be found on both google play and itunes)
Simple Soroban (google play)
Abacus trainer (google play, itunes, windows 10) http://www.hamsterforce.com/AbacusTrainer.html
http://www.uitti.net/stephen/soroban/soroban_sheets.pl
http://www.sorobanexam.org/
Anzan:
At the beginning, when things were slow, I was reading the numbers and then we moved to the following two:
http://www.japanmatrix.com/anzan/
Flash anzan tower (itunes)
We stopped doing Soroban because my DS started to hate it. He found it boring. I also think he couldn't cope with the time pressure. You have to complete exercises at a certain speed; you have to race against the timer. And I could see it was stressing him out. So, we stopped. Although we did it only for two years the results were great and they still last. He knew to multiply two digits by two digits at the age of 6. He easily adds and subtracts (sometimes faster than me :D).
I wish he would continue, but even those two years were enough to boost his math skills.