Check out http://tigerpumping.net/pages/ballpumping.html#Anchor-ballpumping
that got me started off on the right foot!
As for making your own cylinder, look for things like sun tea jars and pasta containers with a ~3-4 inch opening. If it's plastic, just drill a hole just big enough to force some aquarium air line into, and seal it with epoxy or silicone.
I don't drill glass, but my sun tea jar had a spicket in it, so I just epoxied airline tube into the end of it so I can use it as a valve.