Building your own PostgreSQL from source code can be a straightforward exercise on some platforms if you have the appropriate requirements already installed on the server. Details are documented at http://www.postgresql.org/docs/current/static/install-procedure.html.
After building the main server code, you'll also need to compile contrib modules by yourself too. Here's an example of how that would work, presuming that your PostgreSQL destination is /usr/local/postgresql, and that there's a directory there named source you put the source code into (this is not intended to be a typical or recommended structure you should use):
$ cd /usr/local/postgresql/source $ cd contrib/pg_buffercache/ $ make $ make install /bin/mkdir -p '/usr/local/postgresql/lib/postgresql' /bin/mkdir -p '/usr/local/postgresql/share/postgresql/contrib' /bin/sh ../../config/install-sh -c -m 755 pg_buffercache.so '/usr/local/postgresql/lib/postgresql/pg_buffercache.so' /bin/sh ../../config/install-sh -c -m 644 ./uninstall_pg_buffercache.sql '/usr/local/postgresql/share/postgresql/contrib' /bin/sh ../../config/install-sh -c -m 644 pg_buffercache.sql '/usr/local/postgresql/share/postgresql/contrib'
It's also possible to build and install all the contrib modules at once by running / from the directory.
Note that some of these have more extensive source code build requirements. The uuid-ossp module is an example of a more challenging one to compile yourself.