$500 is steep. You can buy a nice complete setup online for $300.
I used to do some home distilling just for personal use years ago (mostly as a challenge/hobby) with a little stainless and copper stove-top still I built with plans I found online. It was a reflux still and turned out some pretty potent stuff. Up to 190 proof. The "Going Blind" hype is ... mostly hype. According to what still you go with, (Go with a Reflux) and the rate of flow, you throw away the "heads" which is a small amount of the first amount of your batch, and it eliminates all of the hazardous chemicals. Remember that when moonshine was being produced way back, they were adding all sorts of bad stuff to it to increase yields for sale, and cooking in lead lined or soldered equipment, etc. People were dying because they were drinking formaldehyde and other garbage.
As long as you're not selling it to your buddies or telling your neighbors what you're doing, having a small (easily broken down and easy to hide the parts) still isn't a huge deal. Yes it's illegal, just don't run your mouth and don't be dumb. It's like growing pot, if you have 1 or 2 plants for your use, you'll probably get away with it. If you have your entire attic filled with plants and a $3k electric bill.... another story.
Everything you need as far as thermometers, filters, etc. are on brewhaus.com. I recommend reading a lot and understanding the entire process. It's mostly simple math, but everything you could ever want to know can be found on forums and online literature.
It was a lot of fun for tinkerers such as myself.
And for legal purposes; I have no stills or even the parts to them anymore. It was a fun hobby.