Go for cheap: use PVC piping, 1 inch tubing.
Easy to do, there are several sites on the net for projects doing exactly what is described.
btw, to calculate the length of the pipe needed (roughly),
speed of sound = frequency * wavelength. Just find the frequency for the notes you wish to make (example: middle C = 256 hz) and calculate the wavelength.
For an open tube, 1/2 wavelength. For a closed tube: 1/4 or 3/4 wavelength. (Go for the closed tube and play the instrument by slapping your hand over the opening)
There's a small correction for the diameter of the pipe... I think it's add .6 * diameter to the length, but it's been a while, so I'm not positive.