I made this guy because I saw similar products at the hardware store for ten bucks. Not expensive, but its more expensive than the two dollars I spent on wooden dowels. Plus, I couldn't find one with metric AND standard, so my setup would be twenty bucks.
Advantage of my setup over the hardware store analogs other than price:
Metric and standard are represented, and close sizes are under/over each other
The dowels mostly stop inside the socket, allowing you to just hold the bolt head up and try each socket, without taking them out.
I keep that drawer, but now they're only spares for lost/broken sockets.
3/4in Ply 18 x 6
3/8in dowel 4'
1/4in dowel 4'
Woodburning Kit (optional)
1. Mark out the ply to include all the sizes you want, keeping the similar standard/metric sizes near each other
2. Drill your holes with a 3/8 bit or 1/4 bit on the drill press. I put a 10 degree slant on the holes to point the sockets up a little, although this isn't necessary.
3. Cut your dowels in 1 3/4 inch sections, sand the edges, dip one end in glue and hammer into drilled holes. Wipe excess glue with damp rag.
4. Label your dowels with pencil. Be sure to have the sockets in place when you do so you don't cover the numbers with the sockets (like I did!). I went back over with a woodburner, but a pen will work fine.