I've always wanted to build one, just never had the know how and the supplies
It's quite easy really and pretty cheap, but always best to start out small. I didn't have the BBQ igniter so I resorted to the old school "Cannon" method of putting a flame near one opened end of it. To help reinforce the thing to prevent cracking I used ducktape tightly wrapped around several areas of it.
Sadly because there are jerks out there that misuse these things I was cautious and made sure to check with my local law enforcement. Called the Sheriff Office and the officer said he saw nothing in the books about it being a Destructive Device. He also asked someone else who was more knowledgeable about it and said that person told them they were fine. Only thing I needed to do was operate it in a safe manner and that was about it.
Parts wise I got everything I needed at Home Depot and it cost me around $35 to $50 not 100% sure.
Here's what I used myself:
1x 4 Inch Diameter Pipe about 2 feet long possibly 2feet 6" long
1x 4 Inch coupler
1x End Cap and Plug *used for sealing your combustion area*
1x 4 Inch to 3 inch conversion piece
1x 3 inch diameter pipe about 2 to 3 feet long *your barrel*
1x Pipe PVC cement
1x Pipe PVC cleaning fluid
Biggest thing to do is clean every area you are about to fit together then use a generous amount of the PVC cement from what i've seen. Also takes 24hrs to let that cement really harden so it is good and tight.