Looks like the overwhelming favorite is to build one. This is definitely good if you want to make something exactly the way you want it, but you have find good bookshelves for cheap if you want something easy. I found one for my son's room for about $80 that looks nice and is fairly strong.
Swing sets online is a great site for finding high quality swing sets. [URL="http://www.fyurl.com/rr.php?c=2&site=www.houserepairtalk.com&url=http://www.swingsetsonline.com"]http://www.swingsetsonline.com[/URL]