I have seen alot of people using the swimming pools as well. Dur-Whelp makes an awesome whelping box with the pig rails and all, come so they can be converted as well for when the pups are older. Many also build their own boxes.
My whelping box is a 3' x 3' fiberglass shower stall base that my husband bought for $25 in the "scratch & dent" section of our hardware store. He used plywood to build a 12" tall frame to enclose it and it has a drop front on one side. I use a piece of pegboard, cut to fit inside the shower stall base, and wrap the bedding around it, tucking the ends underneath to hold them in place. It provides plenty of room for my beagle bitches to whelp their litters and its very easy to keep clean.