I have built a basic LM399 reference.
I never really felt like ordering 100's of euros worth of resistors, so right now I intend to use the zener-voltage directly, measured with a high-impedance meter.
R1, R4, R5 and R6 are 15 ppm 0.1%, U1 can be something reasonable, I'm using OP07 or OPA27 mostly right now.