Being of a frugal and handy nature, I have made many of my training aids myself. One of the first that I constructed was a heavy punching/kicking bag.
New ones of any size cost around $150-$250. This is money I don't have, and couldn't really justify at this point in time anyway. So I scrounged around and found enough material to make a functional bag.
I used an old brazilian hammock (without the wooden spreader), a 25kg bag of sand, a couple of rubbish bags, lots of old curtains and a couple of rolls of duct tape.
To construct it, I taped up the bag of sand into the rubbish bags securely, then wrapped it in about 10cm thickness of old heavy curtains. This gave me the core of my bag. I folded the hammock in half, and placed a large wad of curtain in the bottom of the fold. Then, I hung the hammock by its ends from the garage ceiling and tightly wrapped it up with duct tape, stuffing more curtains around and over the top of it. Finally, I did a second layer of duct tape, making sure there were no sticking out seams or rucked-up bits.
You can see the result here. It weighs approximately 35kg and is about 1.5m long. It hits well and my kicking is improving markedly now I have an appropriate target to work with. The bottom third of the bag is very dense, and if I were to build it again, I would have divided the sand up, so it was in two bags, and distributed them better along the length of the heavy bag. The duct tape surface is smooth and doesn't wear or catch at the knuckles, but can get slippery with sweat. Still, for $8 for the tape, and the rest from junk lying around the place, it's not too bad.