DISCLAIMER: Sound Suppressors are illegal in many states, so I advise you to check and make certain you can have one legally... If not- well, I won't tell.
I've done quite a bit of research on this subject and found that almost any hollow tubular object can be converted into a suppressor- There's no such thing as a "silencer." This includes, oil filters (which the simplest to make and install) and most effective, Maglite flashlights, fuel filters, and even 2 liter pop bottles.
The biggest challenge is in selecting an adapter. Different firearms have different thread patterns (if any at all) and the threads on the adapter must fit the threads on the firearm (ID), as well as the threads on the filter you select (OD). The good news is that fuel filter threading is standardized for the most part although they may differ on American and foreign cars. This is a typical adapter...
Like I said the oil filter suppressor seems to be the simplest and easiest to make. There are others that, if you're mechanically inclined and have access to a machine shop, may be equally effective. One is made from a solvent trap filter...
This is a bit more expensive and requires an extra part or two. I'll leave links as to how to how to make these below. HOWEVER, having said this, PLEASE check and make sure it's legal to have one in your state. I live in Arkansas, so I can't have one, as tempting as it may be. The last link shows a video of a .22 being fired through an oil filter suppressor and it's surprisingly quiet. Good Luck and Stay Legal (or at least don't get caught)!
http://www.2acheck.com/tag/how-to-make-a-silencer-from-an-oil-filter/
http://twintechtactical.com/solvent-trap-adapters/wix-24003-napa-4003/
http://www.gunfuntv.com/videos/tests-tests-tests/the-econo-can-car-oil-filter-suppressor.html
https://www.citizensforfreespeech.org/