Immersion chillers are dead easy to make. Dump it in your boiling wort for the last 15 minutes to sanitize it. The low pH wort will make it very nice and shiney. While chilling, move the coil around a bit to cool all the wort. Just a small amount of agitation, so that hot wort moves and comes into contact with the coil. After chilling, syphon or rack off the wort leaving the hot and cold break behind. Wash the coil immediately.
Counterflow are a bit more involved. You can make your own with a bit of plumbing fittings, or use the commercial kits. Clean with your favourite cleaner. I use a few litres of sodium percarbonate, rinse with water, then fill with some iodine solution, just prior to running wort through. Others, circulate with a pump hot wort through to sanitise. Once again, rinse thoroughly after use.
The trick with counterflow chillers, if gravity fed, you need enough headroom to flow from the boiler, through the chiller, then into the collection vessel. My CFC is large diameter, with only a few turns, with a strategic hole dug to accomodate the 30 litre collection fermenter. I collect about a 1/3 of the wort from the chiller, transfer to the main fermenter, pitch yeast, then collect the remaining wort, let it settle overnight, then drop this into the fermenter the next morning. This means 2/3 of the cold break is removed.
Counterflow chillers are more efficient in their use of cooling water. With a tap from your boiler, you can control and slow the rate of wort through the coils. So long as the CFC is long enough, your wort will come out very close to the cooling water temperature.