I built a badass bike trailer to move stuff to my new house. Unfortunately, the weather wasn't very cooperative and I only got to do a handful of runs. It's really useful though and can easily haul over 200 pounds. I like to think of it as a human powered truck.
All it took were some old bike parts I had laying around and about $10 worth of hardware. If you're gonna make one, make sure to hook it up to a bike with VERY STONG BRAKES AND VERY LOW GEARS, since the trailer and load can easily weight twice as much as you.
Let me know if you ever want to borrow mine.