BYC Motorsports and Side by Side Industries both sell weld it yourself 4 seat cage kits for the Rhino and Teryx. I just did the SxS cage on my Rhino and put a rear bench seat in the back for my kids. If you can weld it's definitely the way to go - about $700 shipped. Most shops around here wanted $1200+ to build a cage for me.
Cheapest bench seat is through Rhino Giant for $300. Harnesses with automotive style latch can be purchased through Poly Performance for $50 each.
That's my entire setup. If you want to see some pics, PM me your email address.