I would imagine "most" people are buying pre-manufacturered units. But building your own is super easy to do. I bought one unit way back when, saw what it was and how much I had paid and swore i'd never do that again. it's too easy to make one, and I'm not even a "handy" person or anything. If you buy up lets say a 20g tank or whatever size you can fit, then it's simply a matter of siliconing in baffles for a bubble trap if needed. Separting a section with more baffles for a refugium section if you want, I recommend doing so, and then an area for the return pump. The rest is optional. That said, they're thousands of ways you can make a sump, so customizable that way, but the basic drain-skimmer section/refugium section/return pump layout seems to be more common place and works perfectly.
Overflow boxes are up for debate depending on who you speak to. I don't drill my tanks so i use the overflow boxes and have never had a problem. Their are two basic types, one uses a u-tube to syphon the water over the tanks edge and gravity feeds the sump, typcially this will not loose syphon during power outages and once power is restored, they continue where they left off. I've had several outages (oklahoma, go figure) and never had one flood. Now the continuous syphon overflows WILL loose syphon during outages, and require a separate pump such as an aqualifter or maxijet to keep syphon once power returns.
If you can drill that tank, that's the best method IMO but not completely neccessary. I don't plan on drilling my 220g though, but i know those who woudn't dream of using an external overflow box on a tank that size....or any size for that matter.
Look around the DIY forums and you should be able to get some great idea's to get ya started or let ya know at least if it's something you think you can handle or not. And if not, get ahold of some fellow local reefers, i bet someone would be willing to assisst. (I learned by watching a local reefer at a fish club meeting build a 10g fuge, it looked so easy i ran home, had one built within the hour.)