My DH made me a frame out of wood. I've only used it once so far, but it worked very well. We got the idea from this website (no affiliation):
http://www.flynnquilt.com/ Scroll down and there's a video.
We pinned (instead of sewing) the quilt's components to the leader strips, and our rollers are held in place with wing nuts so they can be easily loosened and tightened. The roller boards are 1x2" lumber, and the sides are 1x3" lumber. The leader strips are stapled to the 1x2's. It probably costed under $15 to make.
You can also make a set of roller boards for each size quilt you want to make. So far I've got a baby quilt sized-set and a lap quilt-sized set. :)