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For the 160 baud cable I don't know that the $40 for the complete one is quite worth it, as they are pretty simple and even without much work are pretty compact, but the 8192baud one I know I couldn't make look that good for the time and money.
I haven't seen any USB plans. You can get a USB->serial adapter, that's probably why.
If winALDL, the plans are out there. I can't help with where though, I always just searched for winALDL cable and found them. I think the easiest is the two(?) transistor cable. If you are really good at putting small stuff together, the max232(again, ?) cable plans are out there as well, but more complex, so harder IMO to make on the small scale.
I used that link to build my ALDL cable today. I'm pretty sure that's actually the guy who invented WinALDL. I used pretty much the same part numbers from Radio Shack as shown in this link:
I actually used the radio shack 276-1539 D-sub connector hood because its a bit cheaper and I figured there's a remote possibility my cable might not work anyway. You can even run the part numbers at radioshack.com and see if they're available at your nearest store. I think I paid a little over $5 after I bought all the parts (I just used a piece of small speaker cable for the wire).
As for the Serial to USB adapter, run a search at newegg.com and I think you can get a pretty decent one for under $10. Some of those things don't work well but that one gets decent reviews.