I built my own forge out of a 20lb propane bottle, it has approximately 6-7" holes in each end, then lined it with 2" of Kaewool, coated it with ITC-100, and I cover the openings with refractory brick - 9 per end (allows for adjustable openings to suit the work). I also made my own burner out of black pipe fittings, mig tips, various brass fittings, a gauge, hose, and a regulator.
It took a bit of fine tuning and some hair pulling (which was my own fault) but is performing very well now.
All said and done, probably under $300 in materials which included a 50' roll of 1" kaewool.