Building indoor water feature / water fountain
I've built something similar for outdoor use, but it could just as easily have been an indoor fountain. The easiest way to construct it is from pottery, preferably something non-porous.

If you go to a Garden Ridge or big box hardware store you should be able to find a good selection of pots, and it usually works out well to buy multiple sizes of the exact same style of pot so you can layer them. It is best if the largest/bottom pot doesn't have a drain hole on it. The more "falls" you have in the fountain, the more you will get that nice waterfall sound. 

You will also, of course, need to get a fountain pump (also available at the HW store), and some decorative rocks to fill each of the pots. I really like the black smooth river-stone type. 

You could probably also create a pretty cool effect by adding a rain chain to the design.