Mine is made from the bucket out of an old Elsan Bristol, around which I have built a tasteful oak cabinet, with oak toilet seat on top. There is a small chimney from the cabinet, which draws a fair bit of air through the cabinet, keeping moisture levels down. The worms I use are tiger worms from an angling outlet.
I have three buckets, which I use in rotation, and each takes about a month to fill. So, as the oldest one is emptied in a suitable bit of hedgerow it becomes the next one to be filled. If you are going to use worms, you do have to look after their interests - "no worms are harmed in the disposal of this poo!" They need fairly stable temperatures, dark and moist, but not wet, conditions - so I'm afraid you would have to wee somewhere else. I have no problem with this, but ladies tell me they can't do one without the other. I say, work on your pelvic floor exercises!
Worms are fussy about what else you put in too. I find that they are fine with softwood shavings, but oak shavings does them no good at all. They do like a layer of damp newspaper every so often as they like to sleep there.
The slightly yucky factor with worms is that it makes no sense to keep buying new worms, so you have to recover your worms from the compost before you chuck it.