If I were handy with tools (or my gardening companion was), I'm sure I could build a lovely and inexpensive cold frame. But since I'm not handy, and he's not, and we don't have any power tools, I've had to resort to trying to purchase decently sturdy ones.
My first was an aluminum framed one, with flimsy poly panels and top. That didn't last long, even after I replaced the top with glass (hmm, one season's worth there).
So, I ordered this one last fall, which required some assembly (I CAN screw in bolts and fasteners, although it's not my favorite activity). It seems quite sturdy, easy to move around, and I'll see how it works.
Of course, a rectangle of hay bales with an old window top would have worked fine, too.