Just get some Cat 5, RJ45's, etc. You can be as creative or as simple as you want and have some fun along the way.
Mine is:

Standard cat5 patch lead.. teminated to a Rj45 wall socket (the good ol 3 outlet type)
the data to network socket is the center.. the RX and TX pairs are run to the outside sockets and wired to ONLY the RX terminals..
Done..
Patch lead from center to network.. this is straight through..
the 2 outer leads require patchlead to your sniffing box.. best here is a *nix OS.. windows dosen't like looking at a half baked lan connection..
now knock yourself out..
(I am trying to find a web addy where i first saw this idea.. they have pretty pix and all)