I've built a couple, and definately go longer than you'd first think. Eventually if you're not greasing the whole thing at first you will be and you'll appreciate the added trick opportunity.
I've always fastened to a wooden support. I've screwed into the PVC from below with sheet rock screws and that works okay but eventually that fatigued and fell apart. The best I've done is to bolt the pvc pieces together and then anchor all of the PVC lengths to the frame by pulling down on the bolt adjoining the PVC legths. It makes it super sturdy and mine never broke an of the screws. Hope that makes sense. Have fun.