I'm using hooded cat litter boxes and my girls took to them right away when they started laying, no training needed other than golf balls.
I had one already, then got a couple more off craigslist for free or $5 each. Put them on a shelf about 18" off the ground. I plan to put another shelf on top of them with a few milk crates for extra nests. They're a perfect size, plastic which is easy to clean, and the girls like the privacy of the hoods.
I came across a site on the web where they were selling plain white hooded litter boxes that they were calling nest boxes, which is how I got the idea. They wanted $15-20 each, plus shipping of course.
I saw someone on here that uses cardboard boxes, like beer case boxes, etc., then when they get too dirty/used, just recycles and uses new ones! How easy is that?!