custom door jambs
If you have a router and the bits, you can actually tongue and groove your own jamb extensions, but if not, I wouldn't recommend just tacking them on because you have to remember that they actually serve a purpose. The casing is nailed to them and that helps strengthen the jamb.
Here's the thing about building your own jambs: You can make them better than most of the jams you get in your local home improvement warehouse because you can cut rabbits in the ends and use screws instead of staples. But, like Teetorbilt said, you should know what to look for when selecting your stock. If this is stain-grade, I would recommend maybe Poplar. It's a bit harder than pine, but is a little more expensive.