In case you haven't kept up-to-date with your Moonshiners viewing, yes, it's currently perfectly illegal to distill your own spirits here in the States. But that doesn't mean you can't purchase and assemble one of Clawhammer Supply's handsome 1-, 5- or 10-gallon all-copper stills (respectively for $149, $249 and $374).
According to the legal page on their site, it's a fine DIY project, as long as you don't intend to actually use it to produce real alcohol. (Fuel alcohol's okay, with the proper permits, or you can do water or essential oils permit-free.)
But there's still hope yet, because it's been legal in New Zealand for twenty years and hasn't been much of a safety problem there. The issue lies more in the fears of the America's liquor industry.
Then again, folks can make their own beer and commercial and craft brewers here don't seem to be hurting too badly.