Cinderblocks, Desks, and scrap wood are your best friend for building a cheap backyard setup.
Out of all the stuff I have around my house my driveway has almost as much ramps as my old local skatepark haha.
My setup includes:
A Pond Bridge for arched grinds
A box ledge (very simple to make)
A desk (almost the same as the box ledge)
A rail that came off the awning of an old house, very nifty it's in the shape of a triangle so it's easy to frontside or backside.
X-factor rail (AKA: piece of sh*t)
6 1/2 foot Quarterpipe (Cost: Roughly 500$ check my picture thread you'll see it)
5 foot mini (Incomplete but the material cost total is 940$, also on my thread)
A street spine (made out of 4 cinder blocks and 2 sheets of 2-ply boards, get the thicker ones or you'll go right through them, they're about 35$ a sheet though.)
Street ledge (just a bunch of cinder blocks setup in a row)
And this is something new I created when I put the ledge, the kicker, and the bridge together
Something else I made, but didn't take a picture of it (It's down now, I had to take it apart to make the picture above) was angle a pile of cinder blocks and put a board on the side of it, makes a good angled wallride, not too much of a challenge but really easy to make, I reccomend making it in the grass off the side of a driveway or something so you can dig the bottom of the board into the ground so it doesnt slip out.
Hope this helps make an idea of what you might want so you can improve and actually have fun without having to do the whole driving to the skatepark, getting hassled by locals/scooter haters, bitched at by cops or owners of property and all that snaz.