I used a medium sized dog carrier as a broody nest for my Australorp. If you look on CL or at thrift stores you can usually find them at a discount price.
What I did was kept my (already broody) Australorp in the carrier inside the coop and made a nest inside the carrier with wood shavings. After a few hours I put eggs under her and she immediately pulled them in under her body. About every other day I let her out, if she wanted to go, to eat, drink and poop. It was February so it wasn't hot. Broodies usually don't get off of the nest everyday...just when they absolutely have to. After the chicks began to hatch I moved the hen, still locked in the carrier to the shed where she hatched the rest of the babies.
We were lucky enough to have a new unused shed at the time that made it easy to keep warm (It was February).
I have a carrier I could use, but I wouldn't want to lock her in... I don't want her to get overheated. I might just see how it goes. If my other hens leave her alone, then great, if I start having problems I think I will try and transfer her over. So far with the eggs she has under her that are not fertile, not a single one has been broken but I know it is still a possibility.