When making DIY power cable for an amp, do you:

IF you are creating a 3 pin, grounded power cord THEN you MUST connect all three at both ends. The center pin on both ends is ground, but the small blade is "hot" and should be properly attached at both ends of the IEC plugs. This is because typically only the "hot" side is fused.

However! :)
If the power cable is shielded you have a fourth conductor. This thin shield wire connects to the ground(green) but only at the wall side.

If you are creating a 2 pin, ungrounded power cord, then of course, there is no center pin on either end. The only device I have like this is a sub, which is the only one with a 2 pin IEC socket.

Best,
E

+1 erik

Mr. Squares is correct. 

Where you heard the ground is only connected on one side might have been interconnects? 

I'm thinking, even old Fender amps that you would "upgrade" a two-prong to a 3-prong, it is expected you would attached the ground wire to the chassis. 

I just can't think of a situation where you would want to build a power cord and not connect the ground at both ends.

I may not have been mentioned exactly like that, but me being ignorant of the process...that’s what I interpreted it as.