You can build one cheaper, especially if you have stuff laying around but as far as small incubators go if you have to purchase all the stuff and consider the build time, it's really easier/cheaper to just get the lower end foam ones... Around me the bigger farm supply stores have incredible sales come every spring, you can get small foam incubators for very reasonable with turners that just drop in... The only really stupid expense with them is the fan, you can DIY a fan for much less...
But with that said, my hatcher/incubator that I just made only cost me $9 out of pocket as I had everything else laying around...
It's made out of a beat to heck Omaha Steak foam box that has been used to store stuff in my garage for the last 10+ years... I took a small acrylic picture frame and made a viewing area one top... I had a computer fan, wall wart (transformer), and porcelain light socket, some sheet metal and screws as well as bulbs laying around the house... The only part I purchased was the water heater thermostat that although cheap and not the best thermostat option does work quite well and works beyond my expectations...
When you get bigger though you can really start to save money if you have the skills and shop around for parts...
I'm looking to build one that will hold about 300+ chicken eggs, not that I plan to incubate that many right now but I'm planning for the future and when you get that big the difference between building your own and the commercial offerings gets much larger...