Designing and building a heat exchanger can be complex. Especially if it has to be compact, if it has to have a large cooling / heating capacity or if the efficiency plays a crucial role.
However, in many applications neither criterium is extremely critical.
This instructable will show you how to build a "classic" heat exchanger. Classic because you can find calculations and guidelines about them in almost any basic engineering book and it is darn simple to build.
The materials are cheap (PVC drainage pipe) and it can be easily enlarged or reduced to fit your cooling or heating capacity.
I used mine to protect the inlet of a vacuum pump by condensing liquid from an air stream.