Bought a $10.00 pull-up bar at Academy last week and installed it on my closet door. Only thing is I had to go to Home Depot and get the right size titanium drill bit since the door frame is metal.
Those 10 dollars basically replace several thousand dollars of gym equipment. The exercises involved are narrow pull ups, narrow chin ups, wide pull ups, wide chin ups, and hanging leg raise. The muscles worked with these exercises include the back muscles, arm muscles, shoulders, forearms, abs, and obliques.
Yes, it's painful, and I still can't do one, but I'm staying above the bar longer while I do the leg raises and doing more of what they call "negative" pull-ups. My forearms are already getting veiny, which is something that I wasn't getting from bench presses, back when I was doing bench presses, which I don't any more... but that's another post. I want my forearms to be real veiny, since a lot of times a shirt will cover up most of your biceps.
Best part about it is that I'm tempted to use it every time I pass by it... or whenever I get a burst of energy, like when was watching the VH1 PUA show today.