I made a sled out of a piece of 1/4 inch steel, that was about 18 inches wide and 24 inches long. I welded some re-bar in the center for a post to hold the weights, and welded a handle on to the front to run some nylon webbing through to pull it with.
It works just fine, but it makes a horrible racket when pulled on asphalt. There is no where in my neighborhood to pull it, so I end up taking it to parks and playgrounds and pulling it there. People think I am out of my mind when I do that. But that is OK, they are probably right.