PVC Run
Build a sturdy marble run with PVC pipe and fittings. Cut the pipe to assorted lengths, and then cut lengthwise to make channels that are U-shaped in cross section, for the runs. All of the straight sections can be made to turn corners or branch in different directions using PVC elbows, T's and other pipe fittings glued to the ends. You could also use short lengths of flexible PVC to make the dips, curves and bends. For variation, drill slightly larger than marble sized holes in the bottom of the channels for the marbles to drop from one run to another. Make tunnels of whole sections of pipe connected to open runs on either side for even more fun and variety. Everything needed can be found in the plumbing section of the local DIY store.
High Tech Erector Set Run
Build a simple yet complex looking marble run using an erector set in conjunction with ordinary aluminum U channel available from DIY stores. Cut the U channel to preferred lengths and drill holes through the sides to connect it to parts of the erector set with provided nuts and bolts. Have fun changing the layouts from long, low areas to high drop towers. For variety, make short ladder sections and ladder curves. Bend two heavy gauge wires to the desired shape, and solder smaller wires on the bottoms at intervals to hold them to the correct shape and spacing. Attach to U channel anywhere bends and curves are needed.
Flexible Tubing Run
Purchase ¼-inch diameter polyethylene tubing in whichever color you prefer. Build a flexible marble run by cutting two identical lengths of the tubing and drilling tiny holes (under 1/32-inch diameter) through the sides of both pieces at intervals of every 2 to 4 inches. Use stiff, but small, gauge wire through the holes to space the two sides of the track 3/8 inches apart (like a ladder with tubing sides and wire rungs.) The wire should curve downward in a shallow U between the tubing rails to prevent the tubing sliding together and to avoid interference with the marble. Bend each end of the wire downward on the outside to keep the tubing in place. Use a marble at least ½-inch in diameter to ride high between the tubing rails. This flexible track can be draped and wound over and around obstacles for a variable and portable run.