I used to do it when I was younger - seeing these threads is making me want to start again...
As a cheapo start kit - a 40 pint bucket - you can get these from a homebrew shop - only about a fiver. You need a beer kit - looks like a big tin of dogfood - you open it up, boil it with some sugar and add the supplied yeast. These range between 5-20 quid.
Leave it a week or 2 until it has stopped fermenting (you can use a hydrometer - only a few quid to check the specific gravity)
Then you either need to put it in a keg, or bottle it. I used pint bottles (glass), and bought a capper (about 8 quid I think).
If you want to be really professional you could even print off your own labels!!
I did bitters, stouts, but my favouritve was a german pilsner - ended up at about 5%, and generally cost less than a tenner for 40 pints.
Always gave me a rotten hangover tho...