I built mine with my dad.
My a-frame is a mini, each side is only 6 foot rather than 9 foot. My teeter we are still working on but it's full size. I have yet to decide if I want to build a full-size dogwalk or if I want to make it a bit shorter (height-wise; the length will be AKC regulation) as well.
The a-frame is I think four years old and it has been fine so far, but when I got it out this year I noticed it's starting to get soft. I apparently did not completely paint all the edges, so where I didn't paint, water has gotten in and started to rot it. I'm not sure if I can just coat it with a liquid wood hardener or if we will need to build another one. When I pointed it out to my dad, he said he didn't think we used treated for it, but I can't figure out why we wouldn't have - that a-frame was never intended to be anywhere but outside, and has never BEEN anywhere but outside... but anyway.
With building versus buying you're looking at a handful of things, the first of which is it will be WAY CHEAPER to build than to buy!
If you build you are basically going to be working with treated lumber. My a-frame, smaller than regulation size though it is, is REALLY HEAVY, big, and awkward. I interacted with one full-size made of treated and holy balls. Two people can move it... but. holy. balls.
The a-frame is the worst offender though when it comes to size and weight though. The teeter and dog walk (when torn down) basically consist of long planks. They will be awkward to move, but one person could reasonably handle it, and they won't be insanely heavy.
As far as texture goes when you build it yourself, you're looking at the sand and paint option, buying rubberized skins, or kits like the Contact-a-Coat ones. Obviously sand and paint is way cheaper, but so many clubs now have gone to rubberized skins, and the textures definitely feel differently to dogs. Auggie had an adjustment period of three or four trials after places started using rubberized contacts. I have a travel plank I bought in Louisville for $40 that is rubberized - it's not really useful for much except getting the dogs used to the texture, maybe for some 2o2o proofing? I definitely can't afford rubber skins and even the Contact-a-Coat is just... a bit pricy... so that's pretty much what I have to deal with.
When you buy you're usually getting aluminum frame with a wood top, better for sitting out in the elements and definitely lighter. If I were buying I would expect to buy rubberized... a bit silly to invest that much and have it NOT be rubberized (especially since I have heard rumblings that the AKC may go to requiring rubberized.)
For me I just can't afford to buy. If I could, I totally would... it would be lighter and also way faster than trying to build something with my dad LOL. But it's so expensive, and I know we can build stuff ourselves even if it does take a while, so we build instead.