Yep, just last week I had an old white UPS Priority cardboard box with one side cut half way down and filled with hay. But the girls had no interest in it. Somewhere on BYC I had read that they prefer darker colored places to lay so I sprayed the inside of the box black and darn if a Serama didn't just start laying in it...but also went broody in the little box just two days later! Boy, that's one inexpensive nest box!
My husband built a few boxes out of scrap plywood for my brown layers. The leghorns have a lidded cat litter box. I don't really like the cat box one, simply because we have snakes in the area (found one in the brown egg nests) and it's much harder to see the entire inside of the cat box nest. My daughter helps collect eggs and I get nervous everytime she sticks her hand in there.
Over the summer, my DH and I are going to be redoing all the coops and nestboxes. The cat box will be reserved for broody hens after that.
We had some old cabinets like those that go above a refrigerator. My DH took the doors off and used some scrap lumber to divide them into individual boxes with a little lip in front to keep the nesting material from falling out. He also mounted a perch in front. They work great!
My husband built some boxes with the left over lumber from our pen, but I also put up a milk crate. No one wanted to use the wooden boxes- they all liked the milk crate. We had no problems with eggs rolling out, but I worried about the chicks falling out- never happened though.
I wrote a post on my blog about homemade nesting boxes. I personally use the cardboard box idea when separating chickens in individual cages and I am using a milk crate in one of my permanent coops until I can build more boxes that can be reached from the outside.