We just built a complete hive. We ordered the plastic frames from Mann Lake and then found plans on the internet for the boxes. You can build the frames too, but then you have to ge the foundation and stuff. Just make sure you check the dimentions while you are making it as any irregularities can really mess things up. We made handles on the outside of small pieces of wood. The inset handles are only nessisary if you are going to pack the hives close together on a truck or something. They only took a few hours to do.
True they are not that expensive to buy, but the shipping is a killer, especially when you get to the bottom boards and tops. We also ordered the queen excluder as we couldn't figure how to make that.