The Arduino isn't an expensive device, but there is a way to make your own simpler version. Electronics blog Hardware Startup shows off how to build a cheap Arduino clone.
Hardware Startup's build includes a USB to serial converter, an ATmega328p, a 5V power circuit and some headers. Load the the Arduino bootloader on the ATmega, connect everything up and you're good to go.
If you find yourself taking on a lot of Arduino projects and don't want to spend $30 for every single one, this is one way to keep your DIY activities cheap. Head over to Hardware Startup for the guide to making this for yourself.
How to build a 5$ Arduino (Clone) [Hardware Startup]