You need a 110VAC-to-24VDC transformer, a 24VDC coil relay, and any wall thermostat from Home Depot or otherwise, plus proper wire and knowledge. All AC connections must be touch-safe, which means you'lll need an enclosure. I made a circuit board for mine. Alot of work for something that you can just buy.
A Ranco or similar thermostat is functionally just as good but actually better because it has a probe and is more compact than what you would make. You're really not saving enough money making your own where it is worth not buying a manufactured product.
-----
Mark 