I threw this together a few weeks ago with some basic backyard supplies:
From left to right...Jack, a Sharpie marker, a tape measure, PVC pipe cutters, Blue Glue (for gluing pvc pipe fittings), some old pieces of 1/2 inch pvc pipe, 2 half-inch T joints, 2 half-inch L joints, and 4 half-inch end caps.
I measured out the pipes and marked them with the Sharpie, then used the cutters to give 'em the snip. Here's the measurements:
Top piece x1: 24 inches
Side bars x2: 20 inches
Base x4: 10 inches
I glued the two L joints on the ends of the top bar. For the base, I glued 2 of the 10 inch pieces into each T joint, then put the end caps on those. I decided not to glue the entire gym together, since it can easily be disassembled for storage. Perhaps a fabric draw-string bag would be a nice little accessory for it!
I opted to spray-paint it with Rust-Oleum's Aqua in a satin finish. Just one coat on each side while it was disassembled gave it a great finish. When it was dry, it was really easy to slot the pipes together, eh voila!
Recognize that hanging sunshine plushie? There's a link for how to make one on this post.