as the title says really, looking for something i can buy for a managable price or build myself somehow
if you have a good heat-source, i would start by researching the Sterling Engine.
the sterling cycle is one of the most efficient heat-to mechanical conversions, and is fairly simple to construct,
from there you can turn a generator.
there are also solid-state direct conversion devices, such as peltier modules, a cheap solution there is called a "PELTIER CPU COOLER" made for computers.
they work in both directions, electricity makes each side hot/cold.
and hot/cold on each side makes electricity.
I believe this to be the most efficient heat engine so far.
http://www.spectrum.ieee.org/static/jtec