This is my shop-made pickup coil winder. Total cost was about $50; the most expensive component was the $20 counter. I got the counter and motor at www.surpluscenter.com. Their stock varies from time to time, but you're looking for a small variable speed DC motor, and a digital counter that senses electrical pulses.
I used lengths of brass rod to form guides. I positioned the counter on the side right behind the shuttle and guides, so it's directly in my line of sight as I'm winding.
Two strips of plastic separated by springs form the width guides. I made a cam from aluminum rod that goes on the motor shaft to bear against a micro switch to increment the counter once each revolution.
Tension is provided by blocks of wood and aluminum lined with cork, bolted to the side with an adjustable bolt.
The shuttle is an aluminum cylinder threaded onto a length of threaded rod, with a groove cut around it to guide the wire. I slowly turn the shuttle back and forth as the winder runs, typically turning it once around for every 50 turns of the coil.
The electronic parts are all available from Radio Shack. I soldered a strip of thin brass to the tab on the LM317 to act as a heat sink. This proved to not be quite adequate by itself, the motor tends to slow down in the middle of winding a coil as the LM317 overheats. But if I set a small fan blowing across the circuit it keeps it cool enough for stable operation.
Here's the ciruit: