I haven't made one yet, but I've bought the material for it. It'll be July before I will have time to actually make it though, so I'll describe what I'm planning in words instead of pictures.
I got 12 feet of 5/16 Cold Rolled steel round bar for the "1/4 drive equivalent" pass through sockets and 12 feet of 9/16 cold rolled steel round bar for the "3/8 drive equivalent" pass through sockets. I was going to slice the round bar into small studs (probably 1/2" lengths, maybe smaller for the little sockets), and weld these studs to a piece of flat bar (bought 12 feet of 1/8" by 1"). You could do the same out of wood and dowels as said above, but then you wouldn't get to have the fun of playing with dry cut metal saws and welders
Total cost for the metal was $15, and I WAY WAY over bought the amount of metal I need (12 foot lengths is the stock length the local steel yard sells, so it was cheaper to buy the stock length, rather than pay $2-$3 a cut and get the shorter amount I needed).
I contemplated using the correct sized nut and welding those to the flat piece of steel, but realized that would be super expensive (unless you already have a complete stock of nuts from 4MM to 16MM or 8MM to 20MM, plus whatever the fractional sizes are), and they probably would stay on nearly as well as if they had a peg through them.
