Not yet, but I am planning on building one soon. I might be moving to a larger house with a three car garage, so I'm waiting to build it until then.
However, it should be pretty simple. Do you have a power rack? I considered building a small one as an attachment to a power rack, but I think I'm going to build a stand alone one. There are some resources online to order the parts you need, and building weight stacks is pretty easy.