Been building the thing for 6 years, just a piece at a time. It all started off with an adjustable olympic bench (that I have since given away) and a 300lb set. My very first workout was an ME lower with good mornings out of the bench uprights turned around backwards (since I didn't have enough weight to do an ME squat), squats, RDLs and weighted sit ups, haha.
Play it Again Sports is a great location to get stuff too if you have one around. Otherwise, yeah, always keep your eyes peeled. I'm not afraid to buy cheap/from shady places as well. I figure, since I'm the only one using it and don't weigh 300lbs, I probably won't wear it out as fast. I've only been burned once so far on a swiss bar, but thankfully I got my money back and was able to buy another one.