To build a Fluid Displacement Thermal Actuator (FDTA), you need three things:

1. Phase Change Material (PCM)
The PCM creates the change in volume that powers the device. The PCM can be selected on a number of criteria: melting temperature, repeatable performance, container compatibility (i.e. corrosion), compressibility, displacement percentage, and compatible hydraulic medium being of primary concern. My previous research in PCMs focused on paraffin wax and Polyethylene glycol 600. Paraffin Wax is an affordable, easy to find PCM that has favorable characteristics. It begins melting at 37 °C, expands by more than 10%, and can create functional expansion under high pressure. Polyethylene Glycol is rather expensive, but the melting temperature of the material can be altered by changing the molecular length of the hydrocarbon. Currently I am exploring the use of biobased commercial PCMs. 
2. Hydraulic Fluid
The hydraulic fluid transfers the expansion of the PCM into usable work. It is important that the hydraulic fluid be insoluble with the liquid phase of the PCM, and that it stay liquid within the operating temperature of the device. In the past I have used water/antifreeze as the hydraulic fluid with paraffin PCMs, and oil as the hydraulic fluid for Polyethylene Glycol PCMs.
3. Container
The container resists the expansion of the PCM and includes the hydraulic mechanism. I have generally used hydraulic cylinders, although other hydraulic mechanisms could be used. The container must be oriented such that the stratification of the liquid PCM and the hydraulic fluid prevents the PCM from solidifying in the hydraulic mechanism. I have found that some amount of back-pressure on the device is also helpful for creating reliable contraction of the device. Design criteria for containers include: operating pressure, displacement volume, hydraulic mechanism, and thermal flux.
The first FDTA I built was a glass bottle connected to a hydraulic cylinder with tubing. It lifted an arm whenever the ambient temperature rose above 20°C.