DH built a tall "lean to" cold frame last year out of cedar. Then used double wall poly for light. Bought everything at local big box store (Menards). I do use it for storing potted greens like chard and kale over winter. Since it's only temporary for me, we did put hardware cloth on the bottom to keep out voles which love to eat anything I put in there. I can put rigid styrofoam insulation inside against the walls if it's going to get really cold and also have a thermostat-controlled 60 watt light bulb that can come on if it gets really frigid (like last year). I don't know if you want to go to the trouble of cutting wood and poly panels, etc.
