Incorporating the cages into training

VERY important in so many ways.  Assuming you are asking from the standpoint of coaching a HS team - it allows multiple hitting stations, maximizes cuts in a short period of time, frees up the field for defensive and other drills/stations to be run simultaneously, allows the players to toss to themselves, gives an opportunity to work on mechanics with tee and front toss stations, allows for multiple-cut sessions with just a few players without having to shag, and on and on.  A two-tunnel set up is far better than just one and not much more of an expense if you have the space.  Be sure to give plenty of width.   If you have a program parent or supporter who is a welder or in construction, you can save a bundle. 

+1 on everything cabbage said...cover it if you can then you'll have a work-out spot if the field is unusable due to water or other unforeseen conditions

I don't know how you can be a HS program and NOT have multiple cages.

I'm from a small town so we don't have our own cages. Does anyone rent them? Is this cost effective?

Does your school have it's own field?  Storage shed?  What part of the country are you in?

All you need is framing (preferably metal poles with sleeves cemented in the ground), net and an L-screen.  You don't need a machine.  I don't think you'll find any for rent.  I can't think of a more valuable tool.  Do a fundraiser or solicit for donation.  Like I said, you may have a welder or construction dad that can put this together pretty easily for you.  If you give us a few pics of your facility, we can probably help with more detailed suggestions.  Feel free to dialog me if you want (box in top corner - same as private messaging).