Standard lighting poles, called booms, are made from steel pipe attached to a base. While boom bases sold specifically for theater applications may be expensive, you can make your own using pipe from the hardware store (1 1/4-inch inner diameter works well) that is threaded on one end. Purchase a pipe flange--also commonly available at hardware stores--that fits your pipe and thread size and bolt it to a thick square of plywood. The plywood can be weighted with sand bags or stage weights when the boom is in place, and lights may be attached to it via C-clamps.
For side lighting needs that don't need to be more than a few feet off the floor, you can convert a wooden saw horse into a light stand. Drill holes about 1/2-inch diameter through the top board of the saw horse where you want the lights placed. Bolt the lights directly to the saw horse so the yokes stand upright. Aim the lights toward your performance area by swinging them on the yokes until they are perpendicular to the saw horse. You will most likely need to nail a board to the bottom of the back legs of the saw horse and drape sand bags over it for counterweight. If your saw horse top is too thick to drill and bolt through, attach a 2 by 6 piece of lumber to the top so it has enough overhang to bolt through.
Lighting designers often need stands that will keep stage lights at the floor level. You can create simple versions of a type of stand called floor trunnions out of 1/2-inch plywood. Cut two isosceles triangles per light with bases about 8 to 10 inches long and points at about 12 inches high, then cut off the top three inches to form a trapezoid. Drill 1/2-inch holes about an inch from the top of each trunnion and use the bolts that hold the yoke to the lighting instrument to bolt a trunnion to each side (remove the yoke as you do this). The bases of the trunnions will act as feet for the light. For front-heavy lights that are too heavy for this style of floor stand, screw 2 by 2-inch lumber to the outside of each trunnion at the base, then screw the 2 by 2-inch wood into the stage floor once the lights are in place.