I'm looking for a way to build a cheap threaded lens hood for my video camera
Or, take a look at the DIY "matte box" here: http://www.softweigh.com/video/diy.html (about 1/2 way down page). It's clearly just a plastic flower planter (like $1) painted black and put on rails. You could use copper pipe for the rails and use rivets to hold on the camera mount plate. I wouldn't recommend PVC because the heat will cause it to warp, and well... PVC is pretty overrated for DIY video stuff. Also, check out this (not related by lense hood, but video related) link. Make sure to read vid. description for the updated info (additional link found on Vimeo) http://www.youtube.com/watch?v=erx3oVj49TM
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You could also do simular to what Re-Design stated, but rather than trying to make the "hood" just get an ABS increaser or 2 that will have one end you can glue your lense filter into, the other end being larger. Before gluing in lense filter, however, paint it all with FLAT black paint (I suggest Krylon Fusion -brand) because it wont need primer or sanding, and it dries DAMN fast (10-20 minutes...less if in the sun)
Take a uv filter that fits your camera. You can remove the glass if you would like to. Glue some black plastic material on the filter in the shape you want it to be. Spray flat black paint on the inside. Do the construction and painting off the camera please. When dry screw your lens hood on your camera and shoot away.