Here's a cheap slidehammer I made once in an emergency situation and I've found it great to have in the garage. It is made from a 2 ft long peiece of 3/8" all-thread.
The end that takes the pounding is just a nut with a washer welded to it for a surface and a jam nut to hold it in place.
The hammer weight is a peice of steel shaft. I cut it in half to drill the hole in the center and then welded it back together. The hole through the center is just a little larger than the 3/8 all thread. You could be very creative with a weight. Alot of stuff laying around most shops that would work.
You can make all kinds of attatchment for the other end. Threaded steel couplers available at most hardware store with bolts or screws welded to them work well. I welded a couple of nuts to my vicegrips adjustment knob and use that as an attatchment also.
i picked up a proto slide hammer at the swap a couple weeks ago for $4. now i just need to make some a attachments. do like the vise grip idea though. jerry
Another tip. When I couldn't pull some stub axles with the standard slide hammer, I substituted a pair of barbell weights.