depends on your competence with power tools and your budget. I am a contractor by trade so the tools are second nature for me... working with wood and plastic is pretty easy (I haven't gotten into metal work...want to do that tho) as well as affordable...I build that 3 section dfd over a couple beers and a few hours one afternoon (enough time left to hit it that night!)
You can easily go the broke route and try to get some free scrap wood say off craigslist or at construction sites (ask first.) PVC is cheap, and slick. the drop in on the other hand may end up running you a little more... check out build a jib cult lots of ideas in there for drop ins... Some can be as simple as a stack of pallets, some ply and a little soap/water on cheap home depot turf (or your local big box store).
If you want to get better at rails as far as i am concerned it comes down to summer setups and hiking park rails... or hot laps (haven't skied on a weekend in a while so not quite sure if this applies to you and your home area). Good luck.