Introducing students to the challenges and rewards of legitimate experimentation has become an essential part of many undergraduate lab courses. However, this objective can be difficult to achieve if the students find the topic uninteresting and therefore do not take ownership of the project. Additionally, the budgets of most undergraduate courses do not allow for the purchase of new equipment for student-generated projects. Here we describe a lab project where students engaged in the process of designing and building their own inexpensive apparatus. Driven by their interest in anxiety research, students in a Neuroscience Methods course developed the following protocol to build an elevated plus maze (EPM) and optional data acquisition module, for less than $100 each. The project engaged students in work that required applied critical thinking and real-world problem solving, and produced a functional EPM that was used in multiple projects beyond this course.