Yeah, you could build your own aquarium. In fact some of the larger, and more knowledgable LFS may be able to give you a few points.
But another Idea is to build a shark pond - basic construction is almost exactly the same as a Koi pond.
Usually the place to find the building materials for these "koi" ponds are any major Home & Garden/Pool Store, as well as major hardware stores.
Or maybe find a place that sales supplies for Horses or Cattle - specially large watering pools - (i.e. Polyethlene pool - Rubbermaid). Your looking for something in the range of 300-1000 gallons. You can also sometimes find them online for a few hundred bucks. These actually make pretty good ponds for small benthic sharks or rays.