I spent $250 and built my own. I built it so it would hold me and I knew it wouldn't go anywhere.
I built it out of the good old arsenic treated lumber. The big problem I have always had with the AC-2 (no arsenic) and cedar are the wasps and hornets. They HATE the arsenic stuff. An AC-2 or cedar set in our area (chicago suburbs) will have wasp nests all over it in a matter of weeks. When I built the kids set I made the structure out of wolmanized lumber and wrapped the outside (walls) with pine outdoor siding sheets. I then painted the whole thing with exterior latex. The kids were bored with it in a matter of months and never go in it now. My neighbor is going to take it for his 1 year old for when he is older, but we can't even lift it because I overbuilt it so much!
Its 4'x8' with 4x4 supports and carriage bolted 2x8s for the floor joists. Its about 5 feet off the ground with a railing (at nose height) and a closed house part with windows too small to get through. No swings or slides.
Be careful, I know MANY people on my block that bought those expensive ones, once the kids are past 5 they get bored fast.