I get why people opt for budget-friendly, door-mounted, easy-on/easy-off pull-up bars. But given the number of pull-ups that I've done over the past 15 months, a good, solid-mounted pull-up bar is hands-down the best piece of equipment I've invested in. At the very least, I won't end up on video compilations like this one:
If you're in the market for a new pull-up bar, I highly recommend getting one that bolts to your wall or ceiling. (I know: Some folks -- apartment dwellers, etc. -- may not be able to do this due to space or lease constraints, but I'm just sayin'.) I still rave about the rafter-mounted pull-up bar I bought last year -- it's cheap, easy to bolt to the rafters in your garage, and super-stable. It's not currently in stock at Amazon, but you can order it from the New York Barbell Company. For those of you looking to avoid shipping charges, Amazon does offer a couple of similar bars from the same manufacturer: A ceiling mounted bar and a joist-mounted bar.
Other options: This one -- also sold by Amazon -- looks pretty decent. Rogue Fitness sells a stud-mounted pull-up bar that's a bit pricier, but looks strong as a tank. (I've not tried this bar, but can vouch for Rogue's quality -- everything I've bought from them have been rock-solid.) And Rogue makes a great portable bar, too -- you don't even need a door.
[UPDATED: Reader/commenter Mike has good things to say about the StudBar, too -- I hadn't come across it before, but it looks just as rock-solid as the Rogue mounted bar.]
But now that M is also regularly practicing her pull-ups, I have to admit that I'm weighing whether to build my own. It looks doable, even with my lack of proficiency with power tools.