Not really cheap, not really DIY, not-really-Lab PSU
Not really cheap: its based upon a kit from eBay, which comes at 8-10 euros with all parts except transformer, heat sink, case, meter, connectors and fuse. The transformer alone will probably cost 30-40 euros. It is cheap, if you happen to have the missing parts, but will get quite expensive if not.
Not really DIY: Its a kit. Granted, it has to be soldered and fixed into a case which has to me made. Kind of a grey area. If you really want to got DIY, go get the schematics, parts and a perfboard and really do it yourself.
Not-really-Lab PSU: The kit is, as far as i know, actually quite good. Based upon a design some dude put on the interwebs a while ago it sports quite stable 0-34V and 0-3A. Alas, differently from "real" adjustable linear power supplies it has a transformer with only one tap. So, instead of choosing the tab with voltage closest to the set output it has to drop all the way down from the 34V input to the set output. Very inefficient, causing heat and probably other issues.
So, it can be cheap, its more DIY than buying a module and it quite beefy and produces a well regulated output.
But if you do happen to have the missing parts and don't intend to drive low voltage, high current applications for prolonged periods of time you can get a simple, decent, easy to make regulated linear power supply.
Links
https://www.electronics-lab.com/project/0-30-vdc-stabilized-power-supply-with-current-control-0-002-3-a/
https://www.youtube.com/watch?v=L2X6bAfmBno
And then?
I still use it, nearly six years later. Still works just fine.