i can't speak to building my own as i don't possess the equipment/skills etc and i don't currently have sliders as they're not cheap (at least in the configuration i'm looking for) but these are the ones I'm absolutely getting
http://www.concept-customs.com/Vehicle_Application/Nissan/Xterra/Photos/Double%20Tube%20Slider.jpg

hope that helps, 4x4parts.com has some and i believe they're shrock works.