I second the Lee Valley wonderdogs. But, if they're not in the budget, you can hold just about anything to the bench with simple wood dowels in the dog holes, shims, and cawls made from scraps. Set the piece on the bench against a bench dog (3/4" dowel set so it extends above the bench top to grab the piece), measure the distance from the opposite edge of the piece to the next closest dog hole, find a scrap that will bridge the gap and cut it 1/4" short. Then, set the other 3/4" dowel in the next closest dog hole, and, using a pair of shims coming in from oposite sides, tap the shims in to snug up the grip.
This works, but you'll need to make a new cawl for each different sized piece.
I also use clamps to hold a piece down if it's near an edge of the bench.
For a lot of my hand planing, i don't use any clamps. I just set one bench dog so that it projects 1/4" or so up from the bench surface, lay the piece against it, and plane so that i'm pushing the tool towards the bench dog. This is called a plane stop. Sometimes it's nothing more than a clamp set on the edge of the bench and use it as the plane stop.
I also have used a Workmate for an impromptu planing bench - it's easy to hold a wide variety of work pieces, but it lacks the size and mass to be an ideal planing bench.
I've also seen people use a pipe clamp or two and wood scraps to make very effective bench vises. I think there was a thread in the past day or two showing this approach.
For making your own woodworking vise, it's hard to beat the leg vise for economy, versatility, and holding power. If you can come up with an acme threaded rod and a couple of nuts, you could make the rest quite cheaply if you can cut, drill, tap, and maybe braze or weld metal. McMaster Carr (
www.mcmaster.com) has acme threaded rod - the last time i bought some i was really surprised at how inexpensive it was - something like $8 for a 48" x 5/8" rod. You'll spend as much (or more) on the nuts as you will on the rod. If i were looking for a cheap way to make a strong, versatile, time tested, and permanent vise, this would be the way i'd go. My next bench will have a leg vise.
One other thing you may want to consider, if you have bench dog holes in your bench top, would be to use some sort of hold fast. The cast iron ones tend to be brittle - forged iron ones seem to work better, but they're expensive. I like the Grammercy ones made from thick wire. You could also fashion your own hold down with some threaded rod or long bolts, fender washers, scrap wood, and a wing nut or two. The idea would be to clamp down to the bench top. The fender washer and nut would be on the bottom side of the bench top, the threaded rod / bolt would extend through the bench dog hole and the wood scrap. The scrap extends over the work piece like an arm and is snugged against it by a fender washer and wing nut on the top of the clamp.
You may want to look at Christopher Schwarz's book on workbenches. He discusses ways to stoutly hold workpieces without elaborate vises, clamps, etc. You might want to check out
www.woodworking-magazine.com for some more info. There are other good sources, but it's hard to go wrong with this.
Have fun with it.
Paul Hubbman