I generally use my electric oven. I used to have a small dehydrator but it wasn't big enough and never worked that well. When I'm making jerky, I'll sometimes build a small hardwood fire in my firepit in the back yard and smoke it. Gives it a great flavor, depending on what type of wood you use.
In years past, I have built smokers out of a 55-gal drum that I bought locally for less than $10.