I have heard that you can make one using the eye of a needle or pencil leads. Rather crude and only really useful for single slits. You could also just make one, you could take an opaque sheet of material and using a straightedge and Xacto knife carefully cut the slits.
First you need to choose what your source will be for the experiment. If it is a laser you could just probably use black cardboard that you cut the slits in very carefully. Just make sure that the slits are close enough to be both be illuminated by the laser. For lower frequencies, you will need to use a conductor as your material.