My first one was made using two black ASDA boxes. They are a bit like this...

But they no longer sell them. It consisted of two boxes with a brick inside the bottom one (to give it a little depth) Any leachate would stay in here, as well as any worms that fell through from above.
This was kept inside the house (on top of the litter trays)
My next two were used using polystyrene cool box.

I didn't have any holes in these and due to the size, they were kept outside in the shade. Unfortunately, they are not waterproof and after a couple of rainfalls, they started to flood. If kept in the green house or somewhere under cover, then these are a pretty good way of doing them. You can get them free if you're lucky. Fish traders throw them away.
The posh one is by the side of the house. It gets a little sun, but mainly it's away from the heat and cold breezes.
It's a five tray one, but only using one atm as it's newish as well as coming to winter (they slow down on eating when it gets too cold.) I can add more when it warms up as well as using one of the trays for sieving the remains.
I also have one of these. £3 from ASDA atm (but not with a clear top)

It does well even though the sides are clear. Worms don't like light, so they are less likely to try and get out. I wish it had a clear top too, but it is good and can be kept inside. It's one layer and no holes (so make sure it gets an airing during the day)