Every year I eye the fancy cold frames advertised in various catalogs, but I just can't justify shelling out $100 (or more!) for a manufactured cold frame. It was easy to build, and has been serving me well for more than four years now.
Making something similar is simple and cheap, and at least in our mild NW Oregon springs, seems to provide all the protection I need. I built a simple box, with the back taller than the front, from leftover outdoor plywood, and a frame that fits over the top and rests on cleats on the front and back.
Each year, I stretch a new piece of 3mil plastic over the frame. I've found that attaching it with duct tape and then stapling through the duct tape works best, the duct tape holds the plastic in place so it can be pulled tight, and reinforces the plastic when it is stapled, reducing the chance of tears. One small roll of plastic is enough to cover the frame four times.
In total, the coldframe is about three by five feet, and every year has successfully sheltered tomatoes, peppers, eggplants and more from cold spring nights. If you don't already have one, try building your own.