My hayracks are on the outside of my cage. I basically used a cut of coroplast measured for a 1x1. Then I glued three of the four walls together, left one wall open for the top (to fill the hay). Attached to the outside of the cage with zip ties.
The fleece gets a little messy, but I just scoop up the loose hay with my hands and vacuum off all the remaining tidbits. It works well, and having the extra floor space is fabulous.
You can see an example here:
* * Lizzie Lou dot Com * *version: A girl with a website. * * Its more pictures of the whole cage than just the hayrack. But hopefully you can get the idea.