I've built inexpensive shelves in several different ways.
One time, I bought some metal shelving brackets that were about six feet long, and look like stair risers. They are pretty cheap and available at places like Lowes and Home Depot. You just bolt them to the wall, then lay lumber across them. I went to a lumber yard and bought some 1"x12" #3 planking (cheap because they have a lot of knots) to use as shelving.
The other thing I did, was went to an Amish sawmill, and bought some rough-cut 2"x10"s. You can usually get the rough cut ones for pretty cheap. Then, I just cut some blocks, nailed them to the inside of the posts in my garage, and nailed the rough-cuts to the tops of the blocks. These are extremely strong shelves, and cost practically nothing.
Don't get caught up in "Shelving systems", that cost a lot, when you can do it yourself for a lot less.