Tom, I took two 12 ft 4x4s and cemented them in to the ground about 4 ft deep then took a piece of 2in metal pipe and ran it between the two using a hole saw. To add some stability I took some rebar, cut it up in to 5in sections and ran them between the post and the hole before I put the concrete in. Did that five years ago and it still hasn't moved today.

You can also pick up a Soloflex cheap or free at a garage sale, or craigslist. Very small, and tough, you can do all sorts of chinups, dips, inversions, and ab exercises with it. If it has the straps, and you have freeweights, you can get up to 900 pounds of resistance on it for other exercises. The Soloflex is perfect for a tiny apartment, slides into a corner, and takes up 4' x 4'. I put a bunch of weight on the bottom of the mainframe, and hang my TRX, rings, and other gizmos on it. That site and the links on it are great, it's given me a few useful ideas over the years.

Once you have got your bars in place, one way to make it more versatile is to go by about 10 feet of really thick rope at your local hardware store (should be less than $10). You can start low and do horizontal pulls and work up to pull-ups on the ropes which will build back and grip strength simultaneously.

I just use one of those doorway ones. Net savings from building your own would be something like 5 bucks if you bill your time out at $0/hr.

I am making myself diy climbing holds. Standard pull ups don't work all the muscles in your fingers. A pair of these above the door frame in my bedroom.