| Been thiking of doing this myself actually...
You can pretty much make an agility coarse (basic one) out of anything...
Tunnels can be made out of hula hoops with fabric over them, just cut the bottom quarter off the hoops so they can be pushed into the ground.
Weaving poles can be made from simple garden stakes
Ramps can be just made from lengths of wood with strips nailed onto them... same with the teeter boards, although with the teeter boards you will need pivot hinges to attach to a centre pole.
Jumps are pretty easy to make but make sure you use either something soft for the rail or make sure it can be knocked off easily incase Rex misses! | 
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