I'm so pleased with my arch that I wouldn't consider a JR without one, if your sheets are mounted aft of the cockpit. When gybing I know I can just duck under the arch and my neck will be fine.
The arch also provides a great support and handhold for standing up in the cockpit and steering with my feet, good for stretching, mount point for cockpit awning, and stronger handhold for climbing into the boat than the stanchions.
I seem to recall seeing one in a photo made with flexible white plastic water pipe, strong enough to deflect slack sheets but nothing more. Might be better than nothing in a pinch and to mock up a final design. Mine is 1.5" (38mm) stainless. We didn't have a pipe bend for that size, so we ended up with a 5-sided arch with 45 degree sides. It does the trick, but an rounded arch would have been nicer. I have tied one end of cockpit cover to the arch, but the combination of the lashing and the angles in the arch tend to hold up the sheets on some gybes. Much rather that than my neck, though.