Yeah if you (or someone you know) is good at making things, it probably wouldn't be too hard to make some of the equiptment. An A-frame, maybe, or the weave poles, or the pause box wouldn't have to be anything too special- wouldn't card board work for practices?

I did see a "beginner's" agility set at a local pet store for $70, but I'm pretty sure that it would mainly be for home use...but here's a website I found:

http://www.affordableagility.com/home.htm

It still looks expensive to me, but I'm no expert , I just wanted to help out since it seems like a good idea.