If you have a GPU card (ideally a recent AMD model) lying around, I can recommend the Razor Core X: (Comparably) Inexpensive, no frills housing with integrated 650W PSU and a clever and very comfortable slide-out mechanism, built like a tank, fully Plug-and-Play. IIRC it’s even in Apple’s list of officially recommended eGPU housings. Only drawback: It’s huge!
Sidenote: If you need (driver) support for older AMD cards or nVidia cards in general, I had good experiences with Kryptonite. Other tools exist, but Kryptonite seems the most recent and most system-friendly one.
Without that tool, BigSur did not recognize the installed card (in my case an older AMD model). The wiki on the linked Kryptonite site is a good start to read up about installation and supported cards.
I totally agree! I originally wanted the BlackMagic Pro, but couldn't justify the price at the time (Dec. 2018), so I went with an ASUS XG Station PRO and a Sapphire RX 580. Things were better, but a game I frequently played had some graphical fragments, so I upgraded to the Vega 56. I had a few power draw issues with the eGPU enclosure, so I got the Razor Core X. Ever since... happiness!
Is it bulky, definitely, but for what it provides it can be worth it.