I would highly recommend to have a decent look into used HP/Agilent Power supplies. They sell for less than 200 $ and are built like tanks.
Either the supply-only units of the E361XA series as mentioned before, or the source-sink units of the E663XB series.
I recently bought two of those (
http://www.ebay.com/itm/251427296029) and I'm pretty happy with them. Power suppy and electronic load in one, remote controllable, 0-20V, 0-5A (sink and source).
Built quality of these is awesome, not to compare with cheap and/or self-made units.