Oooo good question. To be honest my other half often snorts at the runs in shops "It's a bit of wood and wire!" He is quite handy though and has offered to make me a run for my piggies when we have finally sorted the garden out. The bonus part of him making one is we can have a 2in1 run so that both my pairs could go out side by side
i think you can buy runs fairly cheaply. it depends on what quality you want. if you will be leaving them unsupervised in the run then i would make one as super strong as you can because these types of run tend to be quite a bit more expensive. if you will always be supervising them when in the run then you could buy or make one fairly cheaply and i wouldn't have thought there would be much difference price wise
Strong is definately important. Although our garden is well fenced off. I'm in the country so I'm very aware I might one day get a fox visit.
I might use tent pegs to hold it down too. That way i can still move it around the garden but it's secure.