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I'll try to make my instructions easy to understand, but also as specific as possible. Where appropriate, I'll include pictures that illustrate the steps. You do not want to try building any equipment that has a critical safety aspect.  In other words, if failure will allow a loaded bar to injure you and you are not a trained professional metalworker/welder, pass it up. The things I have built are either based on personal preference, economy or necessity. They are all easy and require only basic skills.

Building a basic step box

Build a basic bar loading rack

Make a Weighted Jump Rope.

Jump rope is a great exercise for aerobic endurance and developing coordination. A simple rope with swivel handles will set you back all of $4 or less (dollar store even). The only problem is that they tend to be too light and can be frustrating for the beginner. Plastic beaded ropes are another cheap alternative that can work better. At the other  extreme are leather and weighted ropes that can run up to $50. I found that a great alternative is plastic coated 3/16" galvanized steel wire rope. Cut so that it is a length that reaches from one armpit to the other when you are standing on the bottom of the loop. I am 5'10" and used a 9' piece.  For handles I cut 2 pieces of 1/2" plastic water pipe. Each handle is 5-1/2" long. They are simply slipped over the ends of the wire rope. To secure them I wrapped electrical tape around and around the rope ends until it made a knob 3/4" in diameter.
 
This rope works better than any I have tried. It spins very easily in the handles. The extra weight and stiffness of steel rope adds momentum and keeps the rope loop from deforming. Both make developing a jumping rhythm easier to set, making the experience much more pleasant.

Hang a high chinning bar

Chin-ups are one of the best upper back exercises available. There are commercial chinning stations available, usually combined with dip bars. You can buy inexpensive door frame bars that will do just fine as well. My weight lifting cage has a top bar that works well but is a little low. My solution was cheap and easy. I have maunfacturered wood I-beam exposed floor joists over my basement. Each has a number of knockouts to accommodate wiring. I knocked out two about 2 feet apart, looped some surplus 3/16" chain through them, wrapped it around a 42" piece of 1" electrical metal conduit and secured with some 1/4" quicklinks. You might have to drill some holes if your place has 2x10 joists. Bar joist construction is ideal (you might not need the bar, just use the joist). You can even do this under an outside deck that has enough headroom. Some haved just used a tree limb alone. If you suspend from a big tree limb you might want to use rope instead of chain so you don't injure your tree. My rig is high enough I do not have to bend my legs to be free of the ground. makes it really nice.

Hang a heavy bag

Punching a heavy bag is superb cardio exercise and essential developing footwork and punching rhythm. The only problem is how to hang one so that it does not drive the rest of the household crazy. My first attempt was with chain wrapped around the floor joists. The shock of punching transmitted directly to the main floor just like a drum head. It was so noisy that I could not work out after the kids went to bed on thesecond floor. My next attempt was to isolate it with a beefy spring. Again, it was too solid and noise was still a problem. The most successful plan was to dispense with the chain and suspend it on a heavy rubber bungee cord.  It is well enough isolated from the structure that a workout can hardly be heard on the floor above.

Extended dumbbell bars

I have two sets of manufacturered dumbbell bars. The olympic set weigh 12 pounds and will fit 100 lbs. of 10 lb. plates each. I find anything larger than a 10 unweildly on a dumbbell. I only have 80 lbs. of olympic 10's. The standard bars weigh 3 lbs. each and will only hold 60 lbs. of 10's. 
 
I wanted a couple of extended standard bars. My standard set has a wider selection of under-10-pound plates.My first thought was to use 1" steel bar stock. I was having trouble finding suitable stock in a small lot. It dawned on me that 1" wood dowel would work just as well. I cut two 2 foot lengths of oak dowel. My original standard weight set came with some really rotten collars that clamped with set screws. I used them to make internal stops set just wide enough to accommodate my hand. Twist the screws into the wood tightly. (The collar set screws have slip handles (like a C-clamp) that always seem to stick out in the wrong place. I was able to substitute a couple of allen head set screws in another set of collars used to extend the grip area on my standard bar. It makes them much more comfortable and permanent). Now I can set up 3 sets of dumbells to speed up workouts. The extended bars cost next to nothing and I can customize new bars very easily.

Building a Basic Suspended Cable Station
 
Early on I wanted to try cable exercises. I had little more than my first standard weight set and a bench. I could not see clear to buy a commercially available cable tower or a workout machine with cable stations. I decided to see if I could build my own. I had chain, quicklinks, some plastic coated wire rope and ingenuity.
 
My first attempt was with a single pulley hung from the basement manufacturered beams. While it can work, it is inconvenient for exercises such as press-downs. Simple physics, you cannot occupy the same space as the rising weight load. I added a second pulley two beams over and that did the trick. The weight load was now about 3 feet in front (or behind me). It also meant the fold angle over each pulley was no more than 90 degrees making many pulls easier to start.
 
Pulleys are attached to the beams with simple chain and quicklinks. The piece of cable, 3/16" plastic coated wire rope, is about 8-1/2 feet long. Each end is terminated with loop made with a wire rope thimble and a saddle cable clamp. One note: whenever using plastic coated wire rope, the plastic must be stripped off of the place where the cable clamp will attach. Your wire rope should be just long enough that the load plates are and inch or so off the floor.
 
Plain barbell weight plates are attached to the load-end with a simple loop of chain and a pear shaped steel snap link. A climbing carabiner would work as well.
 
The handle end of the cable stops at the second pulley when loaded. To keep the loop and clamp out of the pulley I drilled a hole through a golf ball (found in the woods edging our community field) and slipped it onto the cable before forming the loop. Another snap link is used to attach different handles. As the handle would be about 7-1/2 feet high, a short length of chain and another snap link brings it to just above head height. The height can be adjusted up or down the links to taste.
 
I bought a used single-hand stirrup handle, a short 20" close-grip bar and a long 40" bent-end bar. I also use my home-made rope and two-handed stirrup attachments.

Cable Station Rope Handles

Rope handles are a great addition for cable exercises. You ever looked at the cost of a rope handle attachment for a cable station? The least expensive is $25US for a piece of painted hemp rope, a couple of end caps and a center fitting. There are easier ways. I went to the local home center and bought the parts for rope two handles, a long one and a short one, for much less than $10.
 
Buy 6 feet of soft colorful 5/8" woven rope. Cut into a 2 foot piece for the short handle and a 4 foot piece for the long handle. Tie a simple granny knot at each end of each rope piece. Use a propane torch (easiest) or a lighter to singe and melt the cut ends to prevent fraying.  Slip a solid steel 2" diameter welded ring onto the middle of each piece. Fold each piece in half and secure the folded rope with two nylon wire ties just below the ring, trapping it in place. Voila. Clip one into your cable rig by the ring and get those lats working.
 
I recently made a short two-hand stirrup from a 23" loop of small gauge chain, a quicklink and 9" piece of 1/2" conduit. I slipped an 8-1/2" piece of 1" conduit over it to make a rotating handle.

Squat Box Substitute

Weight Lifting Chains

Chains are a good way to work past sticking points and increase weight. It is a way to add progressive weight loading to a lift. The Westside Barbell website has a good article about using chains. I use my chains for bench press, squats, rack pulls, rows and deads. Last night I used them with an olympic bar alone to develop technique for ATG front squats. (ATG=Ass-to-Ground or full squat). Chains simply loop over the bar ends outside the plates and pile up down on the floor when the bar is at the lowest position (least load). For squats they hang free (greatest load) when the bar is shouldered and pile up on the floor as you squat.
 
I have a bucket of 3/8" (10mm) proof coil chain I was given. I had little use for it until now. Most lifting chains are 3/8"-1/2" stock. Five foot lengths are standard for lifting chains. A 5 foot length of 3/8" chain is about seven pounds. Four lengths of 1/2" is about 40 pounds. I cut four lengths (28 pounds) with long handle bolt cutters. In addition I cut two 19" lengths of 3/16" (5mm) chain to make lightweight hangers. Hangers are looped with a quicklink. A $0.99 key holder carabiner attaches to the quicklink and two lengths of chain hang from the carabiner. You can substitute another carabiner for the quicklink. I could probably fit 3 lengths of chain on these carabiners. If I wanted to add more chains or heavier chains I would get a large pear shaped carabiner at a climbing/rigging supplier or a large belly steel snap link from a truck/trailer supplier. The hangers are long enough to hang loosely or double loop for security or raise the position on the bar.

Everyday try to do something that makes life better.

I'm feeling much better now!!