I suggest building your own as well. As for liner materials, I'd point to the author of the preceeding post as a good supplier. I just relined my welding forge with stuff from HTT, good prices on wool over there and you can get your Satanite at the same time. I've built people one burner forges for as little as $100 before, and several times I've thrown one together in an afternoon just using parts I had around my shop. It's not hard.
You need: a tube, 8" minimum but 10" is better, at least 12" long but 16" is good. Well casing is the best (or other sch. 40 steel pipe) but all kinds of things will work. You'll need to cut a hole in for your burner tube, and weld a short piece of 1.5" or 2" pipe onto it for a burner tube receiver. A hole saw in a drill press works well to make the hole. A detail is drilling and tapping set screws into it to hold the burner tube.
Refractories consisting of 1" inswool or kaowool, (same diff) 2400 deg. rating or higher, enough to get a double thickness around the inside of your forge. HTT sells 5 running ft. pieces at a good price that will be more than enough for a small forge.
If you want a brick floor, which can be nice but is not really necessary unless you will be welding with it, you can order a thin one from HTT or even buy a cheap fire brick "split" from your local stove supply. Just lay it in after the wool. Doors can just be stacked firebricks to get you started. I currently use brick doors.
To line the wool, get some satanite- 1 lb. would probably be enough, but I like to get 5lb just to have it on hand and for hamon blades as well. Just thickly coat your wool liner with it.
Other than that you'll need fuel supply parts. A propane tank, at least 5 gallon, an adjustable regulator with gauge (about $30, could be less or a bit more) a fuel line, a ball valve for shutoff, and the burner itself which has a few small parts but is all stuff you can get in the plumbing section of your hardware store. Or, you can buy a "sidearm burner kit" from Larry Zoeller, which I recommend. I've done that before, his burners work great.
Just typed the above to give you an idea of the scope. As you can see a drill press and welder help but if you have a friend with those things you can do the rest yourself.