Building your own jet engine is a great way to challenge your mechanical skills. Gerry Hamilton from New Zealand designed and made a very cool jet engine on a 3D printer. Powered by compressed air this jet is a complex demonstration model of a real jet, including a turbo fan where the first turbine also creates additional thrust.
This can also be a great project for a teenage child to help with as this can really make science and technology a very fun and interesting subject.
If you want one for yourself, Hamilton has uploaded the source files on Thingiverse so you can download and build your own jet.
Thingiverse user dxhacksaw made one using his UP! mini, and it looks pretty awesome. For those who are looking for some info on construction, dxhacksaw has created a build log online, you can find a link here.