Matt F. wrote an excellent article
about building regulators. He used very good two stage regulators, Burkert solenoids, Ideal needle valves and Swagelok pipe fittings
. There are lots of pictures and links to various items. I hope this helps you.
That, and many other how-to threads over at TBR are awesome reads for anybody who wants to build their own rig. However, those threads are designed by and for people who have some serious cash to blow on a rig. Using the regs they advocate, with the stainless Swagelok fittings they link, and the Burkert and Ideal valves will cost you several hundred dollars (best guess, $200-500 depending on brass/SS, check valve or no, bubble counter, and cost of Evilbay regulator).
You can dramatically cut that cost down. Brass works just as well as SS, there are a number of solenoids that work just as well as a Burkert, there are several models of metering valves that are more precise than an Ideal, barbs are much cheaper than compression fittings, and you can buy (much cheaper) interchangeable and identical, or almost identical, parts from Evilbay instead of Swagelok (Kor-lok, Tylok, Hylok, Let-lok, A-lok, D-lok, Dk-lok, Duolok to name a few). Heck, even Swagelok parts can be much cheaper on Evilbay. And, as far as the regulator itself, any functional dual stage reg with a 60 to 200 max psi gauge will work for our purposes (30 psi, or even down to 15 psi if you go with a reactor rather than diffuser). Remember, this is the gauge range I'm talking about, not actual max output pressure.
So, to answer an earlier question - where do you find the parts for a rig? - the answer is Evilbay. And it takes some work. But, financially, it can be a massive savings over buying the standard "stock" parts from regular online dealers.
Do some (a *lot*) of reading, making sure to take not of when "facts" are disputed by a number of people, and also taking note of the people who seem to actually know what they're talking about (not me - I lie!) and what they say. And then pick something you'd like to either copy or use as a base model, and figure out what all the parts are, and what you'd like to use.
The most difficult decision will be the solenoid - everybody has an opinion. The Burkert wins, no contest. Because it's the best? Well, no. Because it's very dependable, at a high, but not too high, price, and has 1/8" ports, and doesn't require any adapter - just a basic power cord. You can absolutely find solenoids that will run just as long, at a lower temperature, for a lower price, but the disadvantages are that almost nobody in this hobby has ever heard of them (so almost nobody can recommend them), and you'll need to spend $3-5 on an AC/DC adapter, and then connect two wires with a method of your choice. Price difference? Maybe $15-30 all told, plus an extra 20 minutes of your time. Worth it? Depends on whether you're a "sticks and rocks??? F*** that, I'm not paying for that s***" kind of person.
Metering valve, right now, get a Parker H3L from Evilbay. You won't find anything of that value (as in, the value it has for our purposes, not any sort of financial value) at that price ever again. It kicks the crap out of anything that anybody here or at TBR has ever advocated using, and is (currently) cheaper than pretty much every single one of them.
Okay, this started as a simple commentary on the TBR reads, but it evolved. Sorry