
I can't see why you can't knock up a pair of pig rails for a cardboard box pretty easily. Having said that, like you I sleep along side the litter for at least the first 10 days or so.
I use a snow silk plastic box which is good but I do have a problem keeping groves clean so needs a very thorough soak and grooves scrubbed out in disinfectant after a litter and I probably would not buy one again. However as it cost the earth I expect it to see me out on my breeding career :)
Breed books will often give plans for simple welping boxes of wood in the appropriate size for you to make yourself and disposable one are also available for purchase. Whether a cardboard or disposable one would be suitable will largely depend on breed.
Can't imagine what else you could possibly need that you cannot find in this country