I built two types of vats. Both are water bath vats that I use a 2.5gal stainless steam table tray that sits in the water bath.
One was a RIMS setup like linked in previous post. That one I have a tub where the water bath is circulated from one side, into the RIMS-style heater controlled by the PID and out back into the tub at the target temp. While this was extrememly effective, it was over complicated and difficult to setup and tear down.
I then built what's in my photo which is a cheap turkey roaster that is controlled by the PID. I have a cheap $5 HarborFreight water pump that I drop on the water bath to circulate the water to even the temp. The roaster hold 4 gallons which I've seen someone to a 4 gallon batch directly in the vat but as I said, I do water batch style.
I should note that the turkey roaster setup also doubles as a great sous-vide machine.