Either or both the adapter and chuck can also be made pretty easily yourself. I know Stu Ablett has made some chucks, although I don't recall if he made his own adapter. I do know Chuck Beland made his own adapter. I'll have to see if I can find any write-ups he did about it.
Most turners use a vacuum pump to create the vacuum. I have a Gast pump that I got from SurplusCenter.com, although they no longer carry the model I bought. You can also use a vacuum generator like this one that runs on compressed air.
You can make a bunch of them, like a LOT for the price of one store bought unit.
The only thing I'd add is that I would NOT use MDF for the base of the chucks, it is WAY too porous, and I used a LOT of CA glue to seal it up, I'd use some good Baltic Birch plywood instead, you will still have to seal the edges, but not like that MDF, it as like a sieve!
Try making a few yourself if you can, I think you will enjoy it