The Bikesmith Designs press has worked well for me. It is very beefy and built to last as well. It looks like the new model is refined a bit, but the old one isn't lacking in functionality as far as I can tell from my usage.

In the Classic & Vintage forum, I have seen plans to build one from something else, perhaps a motorcycle chain tool, and I think I have seen other home brewed options as well. To me, these were more trouble than buying the press, but it depends on your personal priorities and skills. If you search that forum, I am sure you'll get a variety of processes and opinions...