I built my own from 304 stainless. About 600.00 materials and 160 hrs labor. If I did it again I'd have someone laser cut the flanges for about 100.00 and save about 20 hours labor. You don't need a bender, you just purchase mandrel bent pieces and cut and weld. If you want stainless you'll need access to a TIG welder.
The best sources for pre-bent stainless and build pieces are
www.burnsstainless.com (best selection and tech articles)
and
www.stainlessworks.net (best prices)
There are numerous sources if you want mild steel although IMHO if you're going to invest this much time you want them to be permanent.
Neil also built his own by modifying a set of stock car headers, he has pics on his build page.
http://home.comcast.net/~lemanswinner/
I took notes during my build and would type them and post if there was a request.