Ramps, the more radical and humongous are like the one thing we all want in our back yard... Next to an empty swimming pool anyways. The reason we want them is because you can go faster and higher and to the really awesome aerials. A lot of towns are building really lame skate parks that look more like empty wading pools with little hills. If you are stuck in one of those places you either have to go a long ways to find a good park or you build an awesome ramp. You can buy little minis, and they work ok. We built lots that we could like drag out to the street and launch off of. For the big aerials and to get the real speed you need a big and awesome quarter pipe or half pipe.
Useful videos on how to build a one:
Of course there are different kinds of ramps, usually they are a type of quarter pipe, half pipe, small kicker or a mini. If you're going to build it outside you really need to use pressure treated plywood because its denser it can take the beating better and it holds up to the weather better.